Case File
efta-01385965DOJ Data Set 10OtherEFTA01385965
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01385965
Pages
1
Persons
0
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Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
27 March 2015
US Fixed Income Weekly
SY swap spread seasonals (Change since Jan-1)
8
-4
.....~2005-2014 1%7-2014 awe 2015 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec
Sent Dann an
IS&P Index seasonals (Change since Dec-31)
8%
6%
4%
2%
0%
-2%
.4%
000.002005-2014 1997-2010 • .2015 Aug Sep Oct Nov Dec
Jan Feb Mar Apr May Jun Jul kin* Data* lent
SY10Y Implied vol seasonals (Change since Dec-31) ---1997 2014
2015
-2
-6
J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Secon Dane beast
2Y swap spread seasonals (Change since Jan-1)
8
6
4
2
0
-2
-4
-6
J n Feb Mar Apr May Jun Jul Aug Sep Oct NOV Dec -rm.-2005-2014 - 1997-M4as2015
San andat 31)/110Y Implied vol seasonals (Change since Dec-31)
26
20
16
10
6
0
•5
-10
-15
-20
- . 2005-2014 .••••••••••.1997 2014 Jul Aug Sep Oct Nov Dec
J n Feb Mar Apr May Jun Srea Dandaieet 2015
Page 52 Deutsche Bank Securities Inc.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0087433
CONFIDENTIAL
PROT1
PROT0
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