EFTA01362038.pdf
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📄 Extracted Text (940 words)
4 September 2015
US Fixed Income Weekly
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Cant' is calculated foe next 3 months and shown in annualized form.
Volatility is calculated as lm realized for CAD and extracted from swaptions pnces for other Curl encin
Percentile statistics are calculated from a /0 year hislorY.
Page 34 Deutsche Bank Securities Inc.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051335
CONFIDENTIAL SDNY_GM_00197519
EFTA01362038
ℹ️ Document Details
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EFTA01362038
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