EFTA Document EFTA01457210

27 March 2015 US Fixed Income Weekly 2Y/30Y slope seasonals (Change since Jan- I) 24 19 14 9 4 -6 -11 -16 -21 26 -2005-2014 -1997.2014 . 2015 5Y/ I 0Y slope seasonals (Change since Jan- I) 9 7 5 3 -1 -3 -5 7 —...•19972014 .2015 J n Feb Mar ppr bitty Jun Jul Aug Sep Oct Nov Dec J n Feb tiler Apr May Jun Jul Aug Sep Oct Nov Dec SFSC< DaXxM Ears 5Y..2.0Y slope seasona!s (Change since Jan- I) 2005-2014 —1997-2014 . 2015 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec San Dana* ant SOY swap spread seasonals (Change since Jan-1) 4 2 0 .2 -6 -10 -12 -14 2005-2014 --.-1997 2014 2015 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec As 0~ ant Deutsche Bank Securities Inc. Sawa' Owen* -* SY/30Y slope seasonals (Change since Jan- I) 12 10 6 4 2 0 2 —2005.2014 ---1997 2014 2015 J n Feb Mar Apt May Jun Jul Aug Sep Oct Nov Dec am ~a an 110Y swap spread seasonals (Change since Jan-11 6 4 2 0 -2 -e -10 -12 2006-2014 -- 1997-2014.2015 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sumo 0~ en Page 61 CONFIDENTIAL - PURSUANT TO FED. R CRIM. P. 6(e) DB-SDNY-0116655 CONFIDENTIAL SDNY_GM_00262839 EFTA01457210