EFTA01385953

27 March 2015 US Fixed Income Weekly For this reason we excluded any such measure from the model. However, a model that did include a measure of specialness should theoretically be more robust. [Figure II: Model flt for CR 3.5%s in and out of sample [Figure 12: Model fit for CR 4.0Vss in and out of sample ISO 200 1.50 203 0 SO 003 • 450 403 130 SOO 4.00 3.00 2.00 1•03 de0 400 ilig//11111111111 Us* —00.4 in Smote vv vvv giggggaggg vv gggCt.M@g_p ta. te- Qtgibeteeteeeeeeealetteseteetem3, MWAV , Mg,2741 .1 vvvv NV ••••••• Wye' in Sarno. —WWI 0$a,* Ufa OWL 0 01a ROOS OUISIores MUM Out Lenoir Slted OW Sun* Snot Drumm Sant Dassa• art Page 40 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087421 CONFIDENTIAL SDNY_GM_00233605 EFTA01385953