27 March 2015
US Fixed Income Weekly
30Y Treasury roll business days from auction 10Y Treasury roll business days from auction
—2.503%02/45 —3.000%11/44 —2 0009602/25 —2 250% 11/24
1.5 3.8 2.375%08/24 —2.500% 05/24
3.125%09/44 —3.375%05/44
3.3
1.0 2.8
2.3
0.5 1.8
1.3
0.0 0.8
0.3
-0.5 -0.2
-0.7
-1.0 1.2
0 20 40 60 /30 100 120 0 20 40 100 120
BusInns days fr orn tM auction dot Busbies drys horn Ohs gallon dee
Scow Desselnernt Sower Drunehreont
. 7Y Treasury roll business days from auction 5Y Treasury roll business days from auction
—1 750%03/22 -1 750%02/22 —1.375%00/20 —1.375%02/20
-1.500%01/22 -2.125% 12/21 2.5 —12509601/20 -1625% 12/19
2.5
2.0 2.0
1.5
1.5
1.0
0.5 1.0
0.0 0.5
-0.5
0.0
1.5 -0.5
0 10 20 30 40 50 60 0 10 20 20 40 50 60
Business clays fran the nation den Businns days hen the suction deb
Sewer Deareet an tnwav Orreaote EWA
I3Y Treasury roll business days from auc Lion I2Y Treasury roll business days from auction
—1000%03/18 —100096 02/18 0.500%03/17 —0.500%07/17
4.0 —0.875%01/18 1.000% 12/17 6.0
3.5
5.0
3.0
4.0
2.5
3.0
2.0
1.5 2.0
1.0 1.0
0 10 20 30 40
Business denhorn the avian dna Bu•Iroise days from the Auction SS
Sea* Da/WMSat Sewer awraear an
Deutsche Bank Securities Inc. Page 53
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087434
CONFIDENTIAL SDNY_GM_00233618
EFTA01385966