EFTA Document EFTA01457211

27 March 2015 US Fixed Income Weekly Top 15 USD Han Rirl, -- At !Air PAttestA14 Mm r. Itt 1404/An 744h Kit E 11 3911Y2Y 66 231 03 26 1 .29 1 02 07 11 42 2 3911Y3Y .08 398 00 18 1 -19 1 02 05 09 39 1 3 8%11Y2Y -0.5 208 00 IA 1 -28 1 03 08 11 45 4 31M1Y5Y -10.8 524 472 20 -17 -0.1 04 08 42 1 3 OM 1Y3Y -08 327 -03 12 .20 1 0 1 05 09 4 0 3M1Y7Y -182 576 .03 21 -18 ' -02 02 06 43 1 7 311 1Y10Y .246 619 -0 4 21 .19 .03 01 04 42 € • 1M 2Y3Y lY 1Y2Y -72 177 .4 19 -19 , .03 03 06 08 30 Y -08 158 -04 9 -17102 10 46 10 lY 201125Y .20 5.0 .04 57 1 -15 1 47 .05 .02 0.4 111 391201125Y -17 42 -04 50 1 .25 I-07 -0 4 .01 17 12 89120Y25Y -20 49 -04 56 1 .16 1 -07 .05 -01 07 13 Sr 38110Y12Y 1Y15Y25Y .2 .2 5.0 44 62 48 1 48 .08 Al 19 .58 118 .05 57 -161.07 -00 .02 04 15 1Y 23130Y 18 7.5 45 53 1 -113 1 47 -05 .02 03 - °assent loth Top IS EUR Flatteners OS 4 1y Cony Imp WI $9444 Pnrcveltno Mm 3•98 Mod1111 nth Ma 1 Be 23Y 313 81 05 65 -17 -03 02 07 24 1Y 2Y3Y 31 71 04 70 .12 .03 02 05 15 3 311211Y 42 98 04 82 I -20 -03 02 07 37 4 MA 2Y SY 77 195 04 86 1 .1 8 -04 01 06 30 5 OM MY 70 187 04 87 1 .15 .03 01 05 18 6 1Y MY 56 174 03 68 1 -11 -04 01 04 13 7 3M 3Y5Y 35 114 03 68 I .13 -04 00 04 1.4 8 0 \I TYSY 32 112 03 68 1 .12 , -03 00 04 12 0 3M2Y7Y 85 301 03 46 { -18 .1 44 01 05 29 10 CM 2Y7Y 7 7 295 03 46 -141.04 0 1 04 16 II 311 WV 121 51.1 02 56 -26 1 -05 02 07 39 12 1Y 3115Y 25 11.1 02 71 -101-04 00 03 10 13 131 1Y7Y 129 57.7 02 57 .26 1 .05 01 08 40 14 1Y 2Y7Y 58 298 02 88 (4» 1 44 0.1 03 11 15 813Y7Y 43 221 02 87 i -14 -04 00 03 14 De..tscAt Bant Top 1:5 Rank 1 2 Trade IT 2Y3Y lyCany 20 Imp Voi 50 Rollo OA F4AtetAl Mm 2IRn 42 .1 4 1 01 MMwi, r5tn 05 06 Max 10 1Y 2Y5Y 46 123 04 41 .16 1 01 OS 06 12 3 %I 3Y51 30 84 Q4 41 .15 I Q1 04 06 18 4 8M 2351 49 138 04 36 .18 1 01 05 07 16 5 113Y5Y 28 83 03 41 .1 4 1 00 04 _ 06 1 2 8 3143YSY 31 9.5 03 38 1 .15 1 00 04 06 30 7 1Y TOY 61 197 03 39 .16 1 01 04 06 11 8 6M2111* 19 6.0 Q3 32 -17 1 02 OS 07 17 9 GRIMY 64 216 09 34 1 18 1 0 1 04 06 15 10 6411Y5Y 59 202 03 27 -20103 06 07 19 11 IY1Y5Y 61 212 09 25 1 -18 1 03 05 07 14 12 : ti 147/5Y 8111Y1Y 46 111- 166 172 03 03 32 26 -ILI 01 -21 1 03 05 07 0.5 X07 24 18 1 34 lY 2Y-10Y 73 269 03 47 -16 1 00 03 OS 10 01113Y7Y 45 167 03 38 -17 1 00 04 ; 06 16 Sant Oesse ant Top 15 USD Steepeners r 24 1 Mn 213: res4r,-..... 44 1 31.425Y30Y 23 1.0 86 -32 02 05 06 45 2 1242Y20Y 494 605 08 79 -20 00 03 07 18 6812Y17I 533 854 08 78 49 00 03 0.7 18 EIM2Y15Y 457 563 08 81 .21 .0.1 02 07 17 Iffir :: 917 25Y 51.4 838 08 79 -1.9 00 03 0.7 19 4 1Y2Y5Y 245 306 0.8 81 .15 -0 5 -01 06 13 7 11062Y10Y 388 486 08 85 .24 -02 01 06 15 8 8M 2Y12Y 411 524 08 81 -2.3 -0 2 01 07 1.8 9 5M2Y7Y 31.3 395 06 88 .2.8 -04 00 05 1.5 10 1Y 1Y10Y 474 50.9 08 88 -1.9 -0 3 00 05 14 11 lY 1Y7Y 40.1 509 0.6 87 -22 -0 5 -02 04 14 12 1Y WY 332 423 08 78 -1.3 -0 3 01 07 13 13 lY 3Y5Y 145 185 as 79 -09 -0.3 01 07 14 ti 3M12Y15Y 43 5.5 08 65 12 02 05 09 19 18 1Y 2Y20Y 506 881 08 70 49 00 04 0.9 1.5 Scums Douse...et Top 15 EUR Steepeners Runk Mose tar Ditrri 32 imp Vo 136 atto 02 PoromMie 15 Min 00 250 03 kteckaD 05 tith 07 1.1.0, 11 worY15Y20Y 21 89 02 12 IMIETICENCEI 09 01 - 1 rouMEINMEEMISCMCCICEICIIIIIIIII ®110or EffiEl illm 52 70 277 InalleillICIIIIIIEBIEEIM 02 02 19 14 -01 -01 03 03 05 05 08 07 11 10 231 309 'an= 32 141 MEM 11 CEICINIZEOM ' ...TA. rim u 38 173 02 17 0.0 03 04 08 10 -...a - II° DAInEnalrEEIMEMIECIIIME12113/1111 ''" -.1"7177 69 31.8 02 17 41 03 05 0.7 11 arliEGIE INEENNEEENCIERIMMICCIIIEEINCINIIIIIII rrni Miff 32 149 02 21 -02 02 05 08 11 I DD, A 1Y TYSON' 90 434 02 25 -02 02 05 07 10 '1 AM" 64 247 407 IICEIIIIKDIIIIICCIMICEIIEIIIEI 02 25 -02 02 05 08 10 1Y ?VW/ 4oLece 03.004. Ssot Top l c.) JP') StCernrief:,; Rank Trait guilir4R IMEM 1 imu ly Carly 23 23 Imp Da 112 120 P io 02 02 Percent 1 4 Mtn -03 .13 25th Mellon 05 07 05 07 nth 09 09 Max 16 18 E1 '41 21 119 02 6 38 04 07 09 24 TRIM 1.3 232 0.1 0 -03 03 07 Lam III171011= 53 54 948 01 Mi:IM 45 01 03 08 17 1165 00 1 CEICINEENEEI 12 1-"Triwnsara 11 255 Erne oo 2 KB MEIN 133133 ' 57M1r.Z -06 03 06 09 19 4 1 1101 Pln1 a 1 CIIICIIIICINCEIW -04 01 03 0.8 al ii.:1 __-44 1262 I "Tr 09 MENIMIENICIalICEILINICEICUIECII 258 00 4 •12 03 06 08 27 .t -21 ::: -11tw 39 ars 129.7 Nan 0.0 KIEMMEMICEIKENEEINEI 2 -09 01 03 0.8 24 ainkst.i. 11172" PAW. A 31 1102 00 1 -24 00 01 07 21 Sorter Ostereeelent 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. 1 'us ,: 11 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116658 CONFIDENTIAL PROT1 PROT0