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sd-10-EFTA01385965Dept. of Justice

EFTA Document EFTA01385965

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27 March 2015 US Fixed Income Weekly SY swap spread seasonals (Change since Jan-1) 8 -4 .....~2005-2014 1%7-2014 awe 2015 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sent Dann an IS&P Index seasonals (Change since Dec-31) 8% 6% 4% 2% 0% -2% .4% 000.002005-2014 1997-2010 • .2015 Aug Sep Oct Nov Dec Jan Feb Mar Apr May Jun Jul kin* Data* lent SY10Y Implied vol seasonals (Change since Dec-31) ---1997 2014 2015 -2 -6 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sec

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Dept. of Justice
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sd-10-EFTA01385965
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