EFTA01385966

27 March 2015 US Fixed Income Weekly 30Y Treasury roll business days from auction 1.5 —2.503%02/45 —3.000%11/44 3.125%09/44 —3.375%05/44 1.0 0.5 0.0 -0.5 -1.0 0 20 40 60 /30 100 120 BusInns days fr orn tM auction dot Scow Desselnernt .7Y Treasury roll business days from auction 2.5 2.0 1.5 1.0 0.5 0.0 -0.5 1.5 0 10 20 30 40 Business clays fran the nation den Sewer Deareet an —1 750%03/22 -1 750%02/22 -1.500%01/22 -2.125% 12/21 10Y Treasury roll business days from auction 3.8 3.3 2.8 2.3 1.8 1.3 0.8 0.3 -0.2 -0.7 1.2 —2 0009602/25 0 20 40 Sower Drunehreont —2 250% 11/24 2.375%08/24 —2.500% 05/24 100 120 Busbies drys horn Ohs gallon dee 5Y Treasury roll business days from auction —1.375%00/20 —1.375%02/20 —12509601/20 -1625% 12/19 2.5 2.0 1.5 1.0 0.5 0.0 -0.5 50 50 60 0 10 20 20 40 Businns days hen the suction deb I3Y Treasury roll business days from auc Lion 4.0 —1000%03/18 —100096 02/18 —0.875%01/18 1.000% 12/17 3.5 3.0 2.5 2.0 1.5 1.0 0 10 20 30 40 Business den horn the avian dna Sea* Da/WM Sat Deutsche Bank Securities Inc. tnwav Orreaote EWA 60 I2Y Treasury roll business days from auction 6.0 5.0 4.0 3.0 2.0 1.0 Bu • Iroise days from the Auction SS Sewer awraear an 0.500%03/17 —0.500%07/17 Page 53 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0087434 SDNY_GM_00233618 EFTA01385966