EFTA Document EFTA01385962

27 March 2015 US Fixed Income Weekly 2-5-10 butterfly (PCA 57.40% and 42.60% risk on the wings) 40 30 20 10 0 -10 - Butterfly 2-5-10 20 Ma -13 Sep-13 Mar-14 Sep-14 Mac-I5 Stan Oa foci*? Oen* 2-10-30 butterfly (PCA 28.20% and 71.80% risk on the wings) 10 -10 • -20 • 2 \41\641\mvA i. Ma -13 Sep-13 Mar-14 Sep-14 Mar-: Sane Oe rain Or* 5-10-30 butterfly (PCA 41.3814 and 58.62% risk on the wings) 0 4 -8 -12 -16 -20 -24 -28 -Butterfly 5-10-30 -32 Ma -13 Se