and 1-22/32s, respectively. We note however that hedge adjusted carry for the 62/FN 4.5% short is slightly negative, but is marginally positive for the G2/FN 4.0% short. Page 36 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0087417 CONFIDENTIAL SDNY_GM_0023360