EFTA01362037.pdf

4 September 2015 US Fixed Income Weekly 30Y Treasury roll business days from auction 10Y Treasury roll business days from auction 2.875%08/45 —3.000%05/45 -2.030% 01V25 -2.125% 05/25 1.7 -.....—2.500%02/45 —3.000% 11/44 2.5 1.3 2.0 0.9 1.5 0.5 0.1 1.0 -0.3 0.5 -0.7 0.0 -1.1 43.5 -1.5 -1.9 -2.3 -2.7 2.0 0 20 40 60 so 100 120 0 20 40 60 80 100 120 Bus ass drys from she anlan Bus Soo *ye *gratulation Ste sate Data*Bent Stuns Owes I* SS 7Y Treasury roll business days from auction 5Y Treasury roll business days from auction —1.875%08/22 —2.000%07/22 -1.375%08/20 —1.625%07/20 2.0 2.125%06/22 —1.875%05,22 3.5 3.0 1.5 2.5 I.0 2.0 1.5 0.5 1.0 0.0 0.5 -0.5 0.0 -0.5 1.0 1.0 0 10 20 30 40 50 60 Bails dots from do motion da Boohoos days from tho cation deo san• oast** Bank Son Dabs**int 3Y Treasury roll business days from auction 2Y Treasury roll business days from auction —1.000%08/18 -0.875%07/18 4.5 —1.125%06/18 _1.000%05/18 —0.625%08!17 -0.625%07/17 4.7 4.1 —0.625%06/17 —0.625%05/17 4.2 3.7k 3.7 3.3 3.2 2.9 2.7 2.5 2.2 2.1 1.7 1.7 1.2 1.3 0.7 0.9 0.2 0.5 -0.3 Oa an cloyo fr am to action re 0 10 20 30 40 50 60 Bus Soo days from to anon doe Ran !Nunn* Bank Soiree Dona.Bea Deutsche Bank Securities Inc. Page 33 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051334 CONFIDENTIAL SDNY_GM_00197518 EFTA01362037