EFTA01362034.pdf

4 September 2015 US Fixed Income Weekly 30Y Treasury yield seasonals (Change since Jan-1) 110Y Treasury yield seasonals (Change since Jan-1) -2005-2014 1997 2014 2015 42 a...N.2%6-2014 — 1997 2014 2015 32 22 12 2 -8 -18 -28 -38 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 Seen Dance.-4 Scarce Odue~aant 5Y Treasury yield seasonals (Change since Jan-11 12Y Treasury yield seasonals (Change since Jan-I) 25 2035-2014 —1997 2014 2016 —2005-2014 -1997 2014 -2015 16 5 -5 -15 -25 -35 -45 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 Sane Oen~ Scam Onich• ere 12Y/5Y slope seasonals (Change since Jan- I) r2Y110Y slope seasonals (Change since Jan-11 16 2005-2014 2014 -2015 40 •••••••••2005-2014 1997 2014 2015 10 30 5 20 0 10 -5 0 -10 -15 •10 -20 -20 25 30 J n Feb Mar Aix May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Scut* DancileSaret Sate* Punt."*Sea Page 30 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051331 CONFIDENTIAL SDNY_GM_00197515 EFTA01362034