EFTA Document EFTA01362037

4 September 2015 US Fixed Income Weekly 30Y Treasury roll business days from auction 2.875%08/45 —3.000%05/45 - ..... —2.500%02/45 —3.000% 11/44 1.7 1.3 0.9 0.5 0.1 -0.3 -0.7 -1.1 -1.5 -1.9 -2.3 -2.7 0 20 40 60 so Bus ass drys from she anlan 100 sate Data* Bent 120 7Y Treasury roll business days from auction —1.875%08/22 —2.000%07/22 2.0 2.125%06/22 —1.875%05,22 1.5 I.0 0.5 0.0 -0.5 1.0 0 10 20 30 40 Bails dots from do motion da 50 san• oast** Bank 60 3Y Treasury roll business days from auction —1.000%08/18 -0.875%07/18 —1.125%06/18 4.5 4.1 3.7 3.3 2.9 2.5 2.1 1.7 1.3 0.9 0.5 Oa an cloyo fr am to action re Ran !Nunn* Bank _1.000%05/18 Deutsche Bank Securities Inc. 10Y Treasury roll business days from auction 2.5 2.0 1.5 1.0 0.5 0.0 43.5 2.0 -2.030% 01V25 0 20 40 60 80 Bus Soo *ye *gratulation Ste 100 Stuns Owe s I* SS -2.125% 05/25 120 5Y Treasury roll business days from auction 3.5 3.0 2.5 2.0 1.5 1.0 0.5 0.0 -0.5 1.0 -1.375%08/20 Boohoos days from tho cation deo Son Dabs** int —1.625%07/20 2Y Treasury roll business days from auction 4.7 —0.625%08!17 —0.625%06/17 4.2 3.7 k 3.2 2.7 2.2 1.7 1.2 0.7 0.2 -0.3 0 10 20 30 40 Bus Soo days from to anon doe 50 Soiree Dona. Bea -0.625%07/17 —0.625%05/17 60 Page 33 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0051334 SDNY_GM_00197518 EFTA01362037