27 March 2015

EFTA01457209 Dataset 10 1 pages Download original PDF Download as text
27 March 2015 US Fixed Income Weekly 30Y Treasury yield seasonals (Change since Jan-1) 22 —2005-2014 1997 2014 2015 12 -9 -18 -28 -38 -48 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec San* Daraztv-a 10V Treasury yield seasonals (Change since Jan-1) 22 ...........2006-2014 —1997 2014 —2015 12 2 8 -18 -28 -38 -48 Apr May Jun Jul Aug Sep Oct Nov Dec Jan Feb Mar Scarce Pal» Sant 5Y Treasury yield seasonals (Change since Jan-1) 12V Treasury yield seasonals (Change since Jan- I) 25 15 5 -5 15 -25 -35 -45 2005-2014-a...1997-2014 2015 Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sotaw- oerurn f. 12Y/5Y slope seasonals (Change since Jan- I) 10 6 0 -5 -10 -15 -20 25 Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec J n Souin Owner* Bank Page 50 .......2006-2014 -a...1997-2014 .2015 20 2005-2014 —1997 2014 .2015 10 10 -20 -30 -40 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec SairceDanclw 12 Y/ 10Y sea- sonals (Change -s ince Jan-1) 14 9 4 -1 -6 11 -16 -21 26 2005-2014 1997 2014 2015 J n Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec Sowco. aerwon. ern Deutsche Bank Securities Inc. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0116654 SDNY_GM_00262838 EFTA01457209