EFTA Document EFTA01385967

27 March 2015 US Fixed Income Weekly Top 15 USD Fiatt R ,i, ptenfttit Mm r. et kcodpn 7.1.4?, Mir E 1 AI Vat 66 231 03 26 1 -29 1 02 07 11 42 i 2 36 1737 -0.6 938 00 18 1 -19 1 02 05 09 39 1 3 61,1 IY2Y -0.5 208 00 IA 1 .28 1 03 08 11 45 4 351 1757 -10.8 524 .02 20 .17 41 04 08 42 1 3 C611737 -08 327 -03 12 -20 1 0 1 05 09 4 0 0 WITTY -182 576 -03 21 -18 ' -02 02 06 43 1 7 31.117107 .248 619 -0 4 21 .19 .03 01 04 42 € • 1512737 1Y 1727 -72 177 .4 19 -19 , -03 03 06 08 30 Y -0.8 108 -04 9 .17102 10 46 10 1720165Y .20 5.0 .04 57 1 -15 1 47 .05 .02 0.4 !11 35120,25Y -17 42 -04 50 1 -25 1 -07 -0 4 -01 17 12 63120725Y .20 49 -04 56 1 .10 1 47 .05 -01 07 13 14 36110712Y 1715725Y .2 .2 5.0 44 02 48 1 48 .08 -01 19 SO 118 -05 57 .18 1.07 -00 -02 04 15 1Y20130Y' 18 7.5 45 59 1 -10 1 47 -05 .02 03 Scat* Damen. lath Top 15 EUR Flatteners Rank I raoo 1y Curry Imp WI Rmao Portant*, Mm 26th ModMII nth Ma 1 611 251Y 36 8 1 05 85 -17 -03 02 07 24 2 17 2Y3Y 31 71 04 70 -12 -03 02 05 15 ' 3 MI 7/37 42 98 04 62 I .20 -03 02 07 37 1 4 36 2757 77 195 04 68 I 113 -04 01 06 30 5' 862f5Y 70 187 04 67 I -15 .03 01 05 18 I 0 172757 56 174 03 68 1 -1 1 _-04 01 _ 04 13 i 7 _ 36375Y as 114 03 68 1 .13 -04 00 04 14 : 0 6nirrsy 32 112 03 68 1 -12 , -03 00 04 12 0 36 7Y7Y 85 301 03 130 -16 1 -04 01 05 29 10 &A WY 77 295 03 06 141 .04 . 01 04 16 i 11 36 175Y 121 51.1 02 56 -261-05 02 07 39 12 17375Y 25 11.1 02 71 -10 1 44 00 03 10 1 IS 36 1Y7Y 129 57.7 02 57 .20 1 -05 01 06 40 ' 14 17 2777 58 288 02 68 -10 1 -04 0.1 03 11 16 314 3777 43 221 02 87 1 -14 1 44 00 103 14 Samos Datata• Bant Top 15 JPY Flat te iers Ra* I Tr,,de 172131' lyCtory 20 Imp Vol 50 Raab 04 P4rteni 42 Mnr 15in 1 -1.4 1 01 MMan 751n 05 06 /.1f0( 1.0 2 IV 275Y 46 123 04 41 .10 1 01 OS 06 12 3 MI 3751 30 8.4 04 41 -1.5 101 04 06 1.8 4 66 2757 49 138 04 95 .18 1 01 05 07 16 5 17 3757 28 8.3 03 41 -14 1 00 04 _ 00 1.2 8 - 3143Y5Y 31 9.5 03 98 115 100 04 06 30 7 17 TOY 61 197 03 39 .16 1 01 04 06 11 8 6M 243Y 1.9 6.0 03 32 .17 1 02 05 07 1.7 9 1161747Y 64 216 09 34 1 18 1 01 0.4 06 15 10 SM1Y5Y 59 202 03 27 -20103 0.6 07 19 11 17175Y 61 212 09 25 1 .18 1 03 0.5 07 14 1 12 MA 2457 MI IY7Y 46 74 166 172 03 03 32 26 I .16_1 01 -21 1 03 05 07 or 07 24 18 q 14 172Y107 73 269 03 47 .16 1 00 03 S OS 10 011377Y 45 167 03 38 -17 1 00 0.4 ' 06 1.6 Sant Otalmr an Top 15 USD Stee loners , , , I r. ':: • , " ' •, nal= "' ; , - , i• ir Ern F‘tref•ftilit. as Mm 42 1541: 02 ma4:pn 05 7r.th oe Mat 43 .: 1 rzEM7 MEM CM CI MEM CI mm MINES , :'.1: - • WEE C. Ell MEM EICIIIIIKEN aim :g Ir a 0627157 457 514 563 we 08 oe 81 79 -21 19 -0.1 00 02 03 07 07 17 19 Luca A 1Y 2757 245 306 oe 81 .15 as el 06 13 rmn emvicri 388 856 EIC. 85 IEZIMIII i S 4 [MEV 13627127 6M2Y7Y 411 313 524 0.8 81 -23 -26 -02 01 07 05 18 15 395 08 85 -04 00 KM 17 1710Y 474 50.9 CM IICIIIIIMICEINTE LEI 14 111.Uk IZEGIIIKINI lY 7Y7Y 332 CI 429 KINIIIIENIIIEEIEBIEEN 08 78 19 -0 3 01 m' m 07 13 524i ling 17 3757 12715 145 43 Its 08 79 -09 12 -0.3 01 07 09 14 19 m]Jde 5.5 08 05 02 00 ar AlEIZEMIllaaarINEEMOID:11711•37133133 Source Dana. Bart Top 15 FUR Steepeners Ikunk Inv* tar I.itmr; 32 imp Vc. 136 atiO 02 Porotnbie 15 Min 00 25th 03 Methan 05 tt.,th 07 May 11 WILY 157207 21 89 0.2 12 13EIEEICEN CO 09 NEMI - 1 rouMEIN ME EIMISSIIICEICII OW KEW, NMI 52 70 277 ICEMIIIIIIIIIIMIKEIIIIIIIIIIIIM 02 02 19 14 -01 -01 03 09 05 05 08 07 11 10 OBJEI 231 309 'an= 32 141 .1. 11 IIIIIINI. OM -72 . rim u 38 173 02 17 0.0 03 04 06 10 ...a. II'. tAinEnalinn KM IMIEM1311111 Hi' -.1"7177 69 318 02 17 .01 03 05 07 11 arAEGIE INEENI Ma KEN IMEMI ECILEINCIM [LIEU 'gm 1 10Y1 32 149 0.2 21 -02 02 05 08 11 17 77337 90 434 02 25 -02 02 05 07 10 I.' 8 until. 84 142 407 IIIIIIIIIIINDINICIMIIIIIIIMEEll 02 25 -02 02 05 08 10 1777257 Sant 04/4404 Sot Top 15 JPY Steepeners Rank Trade lyCarly 23 23 Imp Yo' 112 120 Rail° 02 02 Percent 1 4 Min -03 19 25th 05 I 051 Medlin 07 07 MT 09 09 Max 16 18 Km pm= IlnIniWti Tr-El maI 21 119 02 6 -36 04 07 09 24 IIIMIE 1.3 232 0.1 1 -03 03 07 in 1.5 4. g. 17O11= 53 54 WO 01 1=1:MI 45 01 03 06 17 1165 0.0 I Emmet 12 •• z"Trri7MEIMMICEI 11 255 Erne oo 2 KB CEIKENEEIEE1 ,i57D'rvi, -00 03 06 0.9 19 - 41 1101 FM EWE t 000 0:1W 06 al ii. :1 44 1262 I .04 01 03 "Tr 09 MENIMIZAMINIMMIKEILIIIICEll 256 00 4 •12 03 06 08 WED 27 .t -21 ::: - iltw 39 MENKE/7 1297 00 KIM 2 ME= -09 EEICIIKENEEINEI 01 03 06 24 ainkat.i., irge Kw,. A 31 1102 00 1 .24 00 01 07 21 Amer Osterehelfont Carry is calculated for non 3 months and shown in annualized form. Volatility is calculated as lm realized for CAD end extracted from sweptions prices for other currencies Percentile statistics are calculated from a 70 year history. Page 54 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087435 CONFIDENTIAL SD NY_G M_0023361 9 EFTA01385967