ead 23.5 1M Fwd. Swap Spread 26.2 3 16.00 20.5 21.3 5 7.50 13.3 14.2 7 9.50 6.7 7.2 10 2.50 8.8 8.8 30 11.50 -15.7 -16.0 sets Deasy dint I Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087437 CONFIDENTIAL SDNY_GM_00233821 EFTA01385969