EFTA Document EFTA01362035

4 September 2015 US Fixed Income Weekly 2V-er&0V slope seasonals (Change since Jan- I j 62 52 42 32 22 12 2 -8 -18 -28 meem....2005-2014 omme2015 Jan Feb Mar Apr May Jun Ju Devesene 5Y130Y slope seasonals (Change since Jan- I J 50 .--..19972014 2015 40 30 20 10 0 10 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec ~co Danche Barg SOY swap spread seasonals (Change since Jan-1 ••••••••••2005-2014 1997 2014 —2015 2 7 -12 5Y/I 0Y slope seasonals (Change since Jan- I j 27 22 17 12 7 2 8 ....in.-2005-2014 —1997-2014 . 2015 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec San* &KO:~ &ant I10Y/30Y slope seasonals (Change since Jan- I ) 20062014 —1997-2014 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec sew Ana», einit 2015 10Y swap spread seasonals (Change since Jan- I) -17 -5 -n -27 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sawn Onsab• in Deutsche Bank Securities Inc. J n Feb PAar Apr May Jun Jul Aug Sep Oct Nov Dec rarnetD.rnmsrt 20062014 1997 2014 2015 Page 31 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0051332 SDNY_GM_00197516 EFTA01362035