EFTA01385964.pdf

27 March 2015 US Fixed Income Weekly 2Y/30Y slope seasonals (Change since Jan- I) 5Y/ 0Y slope seasonals (Change since Jan- I) 24 -2005-2014 -1997.2014 . 2015 9 -...•19972014 .2015 19 7 14 5 9 4 3 -6 -1 -11 -3 -16 -21 -5 26 7 J n Feb Mar ppr bitty Jun Jul Aug Sep Oct Nov Dec J n Feb tiler Apr May Jun Jul Aug Sep Oct Nov Dec SFSC< DaXxM Ears Sawa' Owen* -* 5Y..2.0Y slope seasona!s (Change since Jan- I) SY/30Y slope seasonals (Change since Jan- I) 2005-2014 —1997-2014 . 2015 12 —2005.2014 ---1997 2014 2015 10 6 4 2 0 2 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec J n Feb Mar Apt May Jun Jul Aug Sep Oct Nov Dec San Dana* ant am ~a an SOY swap spread seasonals (Change since Jan-1) 110Y swap spread seasonals (Change since Jan-11 2005-2014 --.-1997 2014 2015 2006-2014 - 6 1997-2014.2015 4 4 2 2 0 0 .2 -2 -6 -e -e -10 -10 -12 -14 -12 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 As 0~ ant Sumo 0~ en Deutsche Bank Securities Inc. Page 61 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087432 CONFIDENTIAL SDNY_GM_00233818 EFTA01385964