Case File
efta-01385963DOJ Data Set 10OtherEFTA01385963
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DOJ Data Set 10
Reference
efta-01385963
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27 March 2015
US Fixed Income Weekly 30Y Treasury yield seasonals (Change since Jan-1)
22
- 2005-2014 1997 2014 2015
12
-9
-18
-28
-38
-48
J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec San* Daraztv-a
10V Treasury yield seasonals (Change since Jan-1)
22
...........2006-2014 - 1997 2014 - 2015
12
2
8
-18
-28
-38
-48
Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Scarce Pal» Sant
5Y Treasury yield seasonals (Change since Jan-1) 12V Treasury yield seasonals (Change since Jan- I)
25
15
5
-5
15
-25
-35
-45
2005-2014-a...1997-2014 2015 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Sotaw- oerurn
f.
12Y/5Y slope seasonals (Change since Jan- I)
10
6
0
-5
-10
-15
-20
25
Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
J n
Souin Owner* Bank
Page 50 .......2006-2014 -a...1997-2014 .2015
20
2005-2014 - 1997 2014 .
2015
10
10
-20
-30
-40
J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec SairceDanclw
12
Y/ 10Y sea- sonals (Change -s ince Jan-1)
14
9
4
-1
-6
11
-16
-21
26
2005-2014 1997 2014 2015 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Sowco. aerwon. art Deutsche Bank Securities Inc.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
CONFIDENTIAL
DB-SDNY-0087431
PROT1
PROT0
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