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EFTA Document EFTA01446816EFTA Document EFTA01446818
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sd-10-EFTA01446817Dept. of JusticeOther

EFTA Document EFTA01446817

-12% -10% -5% 0% 5% 10% 15% Spot 90.21 92.26 97.38 102.51 107.64 112.76 117.89 7y 0.05 1.1 3.7 6.4 9.1 11.8 14.4 8y 0.04 0.9 3.1 5.4 7.7 10.1 12.5 9y 0.04 0.8 2.6 4.6 6.7 8.8 10.9 lOy 0.03 0.7 2.3 4.0 5.8 7.7 9.6 Prices in % of USD notional CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0101215 CONFIDENTIAL SDNY_GM_00247399 EFTA01446817

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Dept. of Justice
Reference
sd-10-EFTA01446817
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1
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-12% -10% -5% 0% 5% 10% 15% Spot 90.21 92.26 97.38 102.51 107.64 112.76 117.89 7y 0.05 1.1 3.7 6.4 9.1 11.8 14.4 8y 0.04 0.9 3.1 5.4 7.7 10.1 12.5 9y 0.04 0.8 2.6 4.6 6.7 8.8 10.9 lOy 0.03 0.7 2.3 4.0 5.8 7.7 9.6 Prices in % of USD notional CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0101215 CONFIDENTIAL SDNY_GM_00247399 EFTA01446817

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
-12% -10% -5% 0% 5% 10% 15% Spot 90.21 92.26 97.38 102.51 107.64 112.76 117.89 7y 0.05 1.1 3.7 6.4 9.1 11.8 14.4 8y 0.04 0.9 3.1 5.4 7.7 10.1 12.5 9y 0.04 0.8 2.6 4.6 6.7 8.8 10.9 lOy 0.03 0.7 2.3 4.0 5.8 7.7 9.6 Prices in % of USD notional CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0101215 CONFIDENTIAL SDNY_GM_00247399 EFTA01446817

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