EFTA01385961.pdf
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27 March 2015
US Fixed Income Weekly
Chart Pack
;DB Treasury Yield Forecasts 12-3-5 butterfly, 5050 weight, long bullet
2Y 5Y 10Y 30Y 20
—Butterfly 2-3-5
2016 01 0.50 1.36 1.86 2.40 0
2016 02 0.96 1.96 2.60 3.06
2016 04 1.70 2.36 2.66 3.10 -20
scan DIUSZA• an
ISM:FOIOCOSI ta•Ct114•011101,1 lb INFOI.felled
1
02 03 04 OS 08 07 08 09 10 11 12 13 14
9:4•101 Daaawairli
2-5-10 butterfly, 50/50 weight, long bullet 2-10-30 butterfly. 60/50 weight long bullet
40 120
—Butterfly 2-10-30
—Butterfly 2-5-10
30 100
20
80
10
60
0
40
-10
20
-20
0
-30
40 20 02
02 03 04 06 08 07 08 09 10 11 12 13 14 03 04 05 06 07 08 09 10 11 12 13 14
Sant Drecte• Oat Satin' Oreatt• Sent
i5-10-30 butterfly, 50150 weight, long bullet 5-7-10 butterfly, 50/50 weight, long bullet
SS to
—Butterfly5-7-10
—Butterfly5-10-30
45 6
35 4
2
26
-2
15
5 I -6
-8
-5
-10
15 12
02 03 04 05 06 07 08 09 10 11 12 13 14 Ma -12 Sep-12 Mar-13 Sep-13 Mar-14 Sep-14 Mar-I5
Sane Dna.* aknl Sant DanotwBent
Page 48 Deutsche Bank Securities Inc.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087429
CONFIDENTIAL SDNY_GM_00233613
EFTA01385961
ℹ️ Document Details
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EFTA01385961
Dataset
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document
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1
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