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sd-10-EFTA01365001Dept. of JusticeOther

EFTA Document EFTA01365001

&Derivatives Historical Chart 42.50 40.00 37.50 35.00 32.50 • 30.00 • 27.50 25.00 • 22.50 • 20.00 17.50 15.00 • 12.50 • w1/46\1\iStic\iciA‘N is k Jan OS Jul OS he 09 lel 09 Jan 10 Jul 10 Jan 11 1011 Jan 12 Jul 12 Tan 13 Jul 13 Ian /4 Jul 14 Jan 1 Series 0uantiles & Percentile Ranking Cur %-ile Val. Rank 5% 25% 50% 75% 95% Legend 18 ₹0 11 24 17.55 1910 23.06 25.91 312.8 S1 .SPX 36M-Ilaturty ATM-Strike Implied Volatility (LHS) 17.07 980 16.18 18.

Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01365001
Pages
1
Persons
0
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Summary

&Derivatives Historical Chart 42.50 40.00 37.50 35.00 32.50 • 30.00 • 27.50 25.00 • 22.50 • 20.00 17.50 15.00 • 12.50 • w1/46\1\iStic\iciA‘N is k Jan OS Jul OS he 09 lel 09 Jan 10 Jul 10 Jan 11 1011 Jan 12 Jul 12 Tan 13 Jul 13 Ian /4 Jul 14 Jan 1 Series 0uantiles & Percentile Ranking Cur %-ile Val. Rank 5% 25% 50% 75% 95% Legend 18 ₹0 11 24 17.55 1910 23.06 25.91 312.8 S1 .SPX 36M-Ilaturty ATM-Strike Implied Volatility (LHS) 17.07 980 16.18 18.

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
&Derivatives Historical Chart 42.50 40.00 37.50 35.00 32.50 • 30.00 • 27.50 25.00 • 22.50 • 20.00 17.50 15.00 • 12.50 • w1/46\1\iStic\iciA‘N is k Jan OS Jul OS he 09 lel 09 Jan 10 Jul 10 Jan 11 1011 Jan 12 Jul 12 Tan 13 Jul 13 Ian /4 Jul 14 Jan 1 Series 0uantiles & Percentile Ranking Cur %-ile Val. Rank 5% 25% 50% 75% 95% Legend 18 ₹0 11 24 17.55 1910 23.06 25.91 312.8 S1 .SPX 36M-Ilaturty ATM-Strike Implied Volatility (LHS) 17.07 980 16.18 18.34 21 31 24.23 32.88 52- .SPX 36M-Maturny 110%-Stnksi Implied Volatility (LEG) 15.74 8.99 1501 17.05 10.76 2210 31.61 120°4 S3: .SPX MA-Maturity -Sark* Irnpked Volatility (LetS) ilanw nant.s. Dome .O.. rsolartmlinina CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0055584 SDNY_GM_00201768 EFTA01365001

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