EFTA01362032

4 September 2015 US Fixed Income Weekly Chart Pack IDB Treasury Yield Forecasts 12-3-5 butterfly. 50/50 weight, long bullet 2Y 6Y 10Y 30Y 20 2015 O3 0.75 1.60 2.25 2.95 201504 1.15 1.90 2.46 3.10 2016 O1 1.20 2.00 2.75 3.15 2016 02 1.20 2.25 3.00 3.25 Scam Dairmite Bonk Md . f <edam Mita dopeasin be ars Y -anted 2-5-10 butterfly, 50/50 weight. long bullet 40 —Butterfly 2-5-10 —Butterfly2-3-5 0 -20 -40 -60 -80 100 03 04 06 06 07 08 09 10 11 12 13 14 15 Smear Canal* an 2-10.30 butterfly. 50/50 weight, long bullet 120 —Butterfly 2-10-30 30 100 20 10 0 -10 -20 -30 -40 03 04 05 06 07 09 09 10 11 12 13 14 15 Sourvo Da roam &Si 5-10-30 butterfly, 50/50 weight, long bullet 55 45 35 25 15 5 -5 15 80 60 40 20 0 20 03 04 05 06 07 08 09 10 11 12 13 14 15 Sacco Divetrohe lint j5-7-10 butterfly, 50/50 weight, long bullet 10 — Butterfly 5-18.30 8 02 03 04 05 06 07 08 09 10 11 12 13 14 Sara Onicit• .an 6 4 2 0 -2 -6 -8 -10 —Butterfly 5-7-10 12 Sep-12 Mar-13 Sep-13 Mar-14 Sep-l4 Mar-15 Sep-15 Sotto* (Antic/yr Eton. Page 28 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051329 CONFIDENTIAL SDNY_GM_00197513 EFTA01362032