EFTA01362035.pdf

4 September 2015 US Fixed Income Weekly 2V-er&0V slope seasonals (Change since Jan- I j 5Y/I 0Y slope seasonals (Change since Jan- I j 62 meem....2005-2014 omme2015 27 ....in.-2005-2014 —1997-2014 . 2015 52 22 42 17 32 22 12 12 7 2 2 -8 -18 -28 8 Jan Feb Mar Apr May Jun Ju Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Devesene San* &KO:~ &ant 5Y130Y slope seasonals (Change since Jan- I J I10Y/30Y slope seasonals (Change since Jan- I ) 50 .--..19972014 2015 20062014 —1997-2014 2015 40 30 20 10 0 10 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec ~co Danche Barg sew Ana», einit SOY swap spread seasonals (Change since Jan-1 10Y swap spread seasonals (Change since Jan- I) ••••••••••2005-2014 1997 2014 —2015 20062014 1997 2014 2015 2 7 -12 -17 -5 -n -27 J n Feb PAar Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec rarnetD.rnmsrt Sawn Onsab• in Deutsche Bank Securities Inc. Page 31 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051332 CONFIDENTIAL SDNY_GM_00197516 EFTA01362035