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sd-10-EFTA01385971Dept. of Justice

EFTA Document EFTA01385971

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27 March 2015 US Fixed Income Weekly 3M carry across different expiries (ATMF receivers) 8 -le- ly -6-2Y Tenor Sono &umbrae* IUS surprise index: 10V Treasury yield OS so IS 70 40 .sumrist SO 9.9409r1rusurylls 00 / 3/1 • 1 110,14 WT libt.04 Mact? YAM • litor-0) il•••16 atoll Win tibutt ifel4 Writ SOW* DROCheliali 'Combined put/call ratio in Treasury futures 2.25 2.00 1.75 1.50 1.25 1.00 0.75 0.50 • 0.25 2/1/07 2/1/09 2/1/11 2/1/13 Son Omar tont ow an &ow 2

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Dept. of Justice
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sd-10-EFTA01385971
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