EFTA01385963.pdf

27 March 2015 US Fixed Income Weekly 30Y Treasury yield seasonals (Change since Jan-1) 10V Treasury yield seasonals (Change since Jan-1) 22 —2005-2014 1997 2014 2015 22 ...........2006-2014 —1997 2014 —2015 12 12 2 -9 8 -18 -18 -28 -28 -38 -38 -48 -48 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 San* Daraztv-a Scarce Pal» Sant 5Y Treasury yield seasonals (Change since Jan-1) 12V Treasury yield seasonals (Change since Jan- I) 25 2005-2014-a...1997-2014 2015 20 2005-2014 —1997 2014 . 2015 15 10 5 -5 10 15 -20 -25 -35 -30 -45 -40 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sotaw- oerurn SairceDanclw f. 12Y/5Y slope seasonals (Change since Jan- I) 12Y/10Y -s ince Jan-1) sea- sonals (Change 10 .......2006-2014 -a...1997-2014 .2015 14 2005-2014 1997 2014 2015 6 9 4 0 -1 -5 -6 -10 11 -15 -16 -20 -21 26 25 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sowco. aerwon. art Souin Owner* Bank Page 50 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087431 CONFIDENTIAL SDNY_GM_00233615 EFTA01385963