EFTA Document EFTA01368557

Also useful, below chart shows implied vol atm mid for the 2n° month futures over the last 1y: WTI N MAW elf.113."4.14,:trita, Flt ".14 lee Le, W.VA. evploc vel LY1. clad vedoblrte sxo O.4‘.• bout trcoal frisamuirm:brec0....ron, *14 And below is the same chart over the last 10 years: MeMIX WTI We ovImett4 ilia mrsemtlycontiry *C I e t 1 e t I N x 2,00 20oT X01 Z.* " MIX WTI :M ro be .<1 Mu. ',HIM "Older aanr• Ora". Star Itatal tWitel,•0411}10 iTIVead• 2011 Sy! "Miafild *Ca 0,741.0}40**. a VT ii•MMIS4 if eC 27, K//0.30* CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0060356 CONFIDENTIAL SDNY_GM_00206540 EFTA01368557