EFTA01457211.pdf

DataSet-10 1 page 1,178 words document
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27 March 2015 US Fixed Income Weekly Top 15 USD Han Top 15 USD Steepeners Rirl, -- At !Air PAttestA14 Mm r.Itt 1404/An 744h Kit 1 Mn 213: res4r,-..... 44 E 11 3911Y2Y 66 231 03 26 1 .29 1 02 07 11 42 1 31.425Y30Y 23 r 24 1.0 86 -32 02 05 06 45 2 3911Y3Y .08 398 00 18 1 -19 1 02 05 09 39 2 1242Y20Y 494 605 08 79 -20 00 03 07 18 1 3 8%11Y2Y -0.5 208 00 IA 1 -28 1 03 08 11 45 6812Y17I 533 854 08 78 49 00 03 0.7 18 4 31M1Y5Y -10.8 524 472 20 -17 -0.1 04 08 42 EIM2Y15Y 457 563 08 81 .21 .0.1 02 07 17 1 3 OM 1Y3Y -0 8 327 -03 12 .20 1 0 1 05 09 4 0 Iffir :: 917 25Y 51.4 838 08 79 -1.9 00 03 0.7 19 • 3M1Y7Y -182 576 .03 21 -18 ' -02 02 06 43 4 1Y2Y5Y 245 306 0.8 81 .15 -0 5 -0 1 06 13 1 7 3111Y10Y .246 619 -0 4 21 .19 .03 01 04 42 7 11062Y10Y 388 486 08 85 .24 -02 01 06 15 € • 1M 2Y3Y -72 177 .4 19 -19 , .03 03 08 30 8 8M 2Y12Y 411 524 08 81 -2.3 -0 2 01 07 1.8 Y lY 1Y2Y -08 158 -04 9 -17102 06 10 46 9 5M2Y7Y 31.3 395 06 88 .2.8 -04 00 05 1.5 10 lY 201125Y .20 5.0 .04 57 1 -15 1 47 .05 .02 0.4 10 1Y 1Y10Y 474 50.9 08 88 -1.9 -0 3 00 05 14 111 391201125Y -17 42 -04 50 1 .25 I-07 -0 4 .0 1 17 11 lY 1Y7Y 40.1 509 0.6 87 -22 -0 5 -02 04 14 12 89120Y25Y -20 49 -04 56 1 .16 1 -0 7 .05 -01 07 12 1Y WY 332 423 08 78 -1.3 -0 3 01 07 13 13 38110Y12Y .2.2 5.0 44 62 48 148 .08 Al 19 13 lY 3Y5Y 145 185 as 79 -09 -0.3 01 07 14 Sr 1Y15Y25Y .58 118 .05 57 -161.07 -00 .02 04 ti 3M12Y15Y 43 5.5 08 65 12 02 05 09 19 15 1Y 23130Y 18 7.5 45 53 1 -113 1 47 -05 .02 03 18 1Y 2Y20Y 506 881 08 70 49 00 04 0.9 1.5 - °assent loth Scums Douse...et Top IS EUR Flatteners Top 15 EUR Steepeners OS 4 1y Cony Imp WI $9444 Pnrcveltno Mm 3•98 Mod1111 nth Ma Runk Mose Ditrri imp Vo atto PoromMie Min 250 kteckaD tith 1.1.0, 1 Be 23Y 313 81 05 65 -17 -03 02 07 24 tar 32 136 02 15 00 03 05 07 11 1Y 2Y3Y 31 71 04 70 .12 .03 02 05 15 worY15Y20Y 21 89 02 12 IMIETICENCEI 09 3 311211Y 42 98 04 82 I -20 -03 02 07 37 01 - 1 rouMEINMEEMISCMCCICEICIIIIIIIII 4 MA 2YSY 77 195 04 86 1 .1 8 -04 01 06 30 ®110or illm 277 InalleillICIIIIIIEBIEEIM 5 OM MY 70 187 04 87 1 .15 .03 01 05 18 EffiEl 52 231 02 19 -01 03 05 08 11 6 1Y MY 56 174 03 68 1 -11 -04 01 04 13 70 309 02 14 -01 03 05 07 10 7 3M 3Y5Y 35 114 03 68 I .13 -04 00 04 1.4 'an= 32 141 MEM 11 CEICINIZEOM 8 0\I TYSY 32 112 03 68 1 .12 , -03 00 04 12 ' ...TA. rim u 38 173 02 17 0.0 03 04 08 10 0 3M2Y7Y 85 301 03 46 { -18 .1 44 01 05 29 -...a - II° DAInEnalrEEIMEMIECIIIME12113/1111 10 CM 2Y7Y 77 295 03 46 -141.04 01 04 16 ''" -.1"7177 69 31.8 02 17 41 03 05 0.7 11 II 311 WV 121 51.1 02 56 -26 1 -05 02 07 39 arliEGIE INEENNEEENCIERIMMICCIIIEEINCINIIIIIII 12 1Y 3115Y 25 11.1 02 71 -101-04 00 03 10 rrni Miff 32 149 02 21 -02 02 05 08 11 13 131 1Y7Y 129 57.7 02 57 .26 1 .05 01 08 40 1Y TYSON' 90 434 02 25 -02 02 05 07 10 14 1Y 2Y7Y 58 298 02 88 (4» 1 44 0.1 03 11 I - ' '1 AM" 247 IICEIIIIKDIIIIICCIMICEIIEIIIEI 15 813Y7Y 43 221 02 87 i -14 -04 00 03 14 DD,A 1Y ?VW/ 64 407 02 25 -02 02 05 08 10 De..tscAt Bant 4oLece 03.004. Ssot Top 1:5 Top l .c ) JP') StCernrief:,; Rank Trade lyCany Imp Voi Rollo F4AtetAl Mm 2IRn MMwi, r5tn Max Rank Trait ly Carly Imp Da P io Percent Mtn 25th Mellon nth Max 1 IT 2Y3Y 20 50 OA 42 .14 1 01 05 06 10 guilir4R 23 112 02 1 -0 3 05 07 09 16 2 1Y 2Y5Y 46 123 04 41 .16 1 01 OS 06 12 IMEM 1 imu 23 120 02 4 .13 05 07 09 18 3 %I 3Y51 30 84 Q4 41 .15 I Q1 04 06 18 E1 '41 21 119 02 6 38 04 07 09 24 4 8M 2351 49 138 04 36 .18 1 01 05 07 16 TRIM 1.3 232 0.1 0 -03 03 07 Lam 5 113Y5Y 28 83 03 41 .14 1 00 04 _ 06 1 2 :::::a. 53 948 01 Mi:IM 45 01 03 08 17 8 3143YSY 31 9.5 03 38 1 .15 1 00 04 06 30 III171011= 54 1165 00 1 CEICINEENEEI 12 7 1Y TOY 61 197 03 39 .16 1 01 04 06 11 1-"Triwnsara Erne KB MEIN 133133 8 6M2111* 19 6.0 Q3 32 -17 1 02 OS 07 17 ' 57M1r.Z 11 255 oo 2 -06 03 06 09 19 9 GRIMY 64 216 09 34 1 18 1 0 1 04 06 15 ....-- 41 1101 Pln 1 1 CIIICIIIICINCEIW 10 6411Y5Y 59 202 03 27 -20103 06 07 19 ii.:1 __- 44 1262 a I -04 01 03 0.8 al 11 IY1Y5Y 61 212 09 25 1 -18 1 03 05 07 14 "Tr 09 258 00 4 •12 03 06 08 27 12 147/5Y 46 166 03 32 -ILI 01 05 07 24 .t -21 MENIMIENICIalICEILINICEICUIECII : ti 8111Y1Y 111- 172 03 26 -21 1 03 0.5 X07 18 ::: -11tw 39 129.7 0.0 2 -09 01 03 0.8 24 1 34 lY 2Y-10Y 73 269 03 47 -16 1 00 03 OS 10 ainkst.i. , 11172“ PAW. A 31 arsNan KIEMMEMICEIKENEEINEI 01113Y7Y 45 167 03 38 -17 1 00 04 ; 06 16 1102 00 1 -24 00 01 07 21 Sant Oesse ant Sorter Ostereeelent Carry is calculated for non 3 months and shown in annualized form. Volatility is calculated as lm realized for CAD end extracted from sweptions prices for other currencies Percentile statistics are calculated from a 70 year history. 1 'us ,: 11 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116658 CONFIDENTIAL SDNY_GM_00262842 EFTA01457211
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8125aab461b199f371cf7cae792468bb18135bfdb4055943aeb8a67688174dc2
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EFTA01457211
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DataSet-10
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document
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