EFTA01385966.pdf

27 March 2015 US Fixed Income Weekly 30Y Treasury roll business days from auction 10Y Treasury roll business days from auction —2.503%02/45 —3.000%11/44 —2 0009602/25 —2 250% 11/24 1.5 3.8 2.375%08/24 —2.500% 05/24 3.125%09/44 —3.375%05/44 3.3 1.0 2.8 2.3 0.5 1.8 1.3 0.0 0.8 0.3 -0.5 -0.2 -0.7 -1.0 1.2 0 20 40 60 /30 100 120 0 20 40 100 120 BusInns days fr orn tM auction dot Busbies drys horn Ohs gallon dee Scow Desselnernt Sower Drunehreont . 7Y Treasury roll business days from auction 5Y Treasury roll business days from auction —1 750%03/22 -1 750%02/22 —1.375%00/20 —1.375%02/20 -1.500%01/22 -2.125% 12/21 2.5 —12509601/20 -1625% 12/19 2.5 2.0 2.0 1.5 1.5 1.0 0.5 1.0 0.0 0.5 -0.5 0.0 1.5 -0.5 0 10 20 30 40 50 60 0 10 20 20 40 50 60 Business clays fran the nation den Businns days hen the suction deb Sewer Deareet an tnwav Orreaote EWA I3Y Treasury roll business days from auc Lion I2Y Treasury roll business days from auction —1000%03/18 —100096 02/18 0.500%03/17 —0.500%07/17 4.0 —0.875%01/18 1.000% 12/17 6.0 3.5 5.0 3.0 4.0 2.5 3.0 2.0 1.5 2.0 1.0 1.0 0 10 20 30 40 Business denhorn the avian dna Bu•Iroise days from the Auction SS Sea* Da/WMSat Sewer awraear an Deutsche Bank Securities Inc. Page 53 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087434 CONFIDENTIAL SDNY_GM_00233618 EFTA01385966