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EFTA Document EFTA01446822EFTA Document EFTA01446824
Case File
sd-10-EFTA01446823Dept. of JusticeOther

EFTA Document EFTA01446823

-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-0101221 CONFIDENTIAL SDNY_GM_00247405 EFTA01446823

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Dept. of Justice
Reference
sd-10-EFTA01446823
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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-0101221 CONFIDENTIAL SDNY_GM_00247405 EFTA01446823

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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-0101221 CONFIDENTIAL SDNY_GM_00247405 EFTA01446823

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