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EFTA01362041
0 70 60 "g ea *w est 3-Sep-15 -5-Sep-13 3-Sep-10 20 S 3-Sep-15 1F.5-Sep-13 3-Sep-10 a sea' """ 1m 3m Sm ly 2Y SY 7Y lOy 5 10 San Ono at Sent 501~ oaltIChlt an ---- — Ratios of 30Y to 10? tenors (quartiles. 5-year history) !Term structure of SOY vol 15 20 2.4 30Y7enors/10
EFTA01367360
mml 44 ,015 Om Case I-300 Mb/d 2900 I roe 2500 1900 1700 1500 220 ear fete I I •&no wry.; WI*, roe. prptas San inn Sea van inns* #54 San Ono. an. lace Into," £4 Page 42 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0058893 CONFIDENTIAL SDNY_G
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