4 September 2015 US Fixed Income Weekly 2-5-10 butterfly (PCA 65.88% and 34.12% risk on the sings) 60 1 —Butterfly 2-5-10 -15 - Butterfly 5-10-30 54 48 -20 42 36 -25 30 24 5-10-30 butterfly (PCA 34.92% and 65.08% risk on the wings) 18 1 30 1 Sep-13 Aar-14 Sep14 Mar-I5 Sep-I5 Sep-13 Mar-14 Sep-14 Mar-15 Scp-15 SOF* &Vegas an 2-10-30 butterfly (PCA 26.14% and 73.86% risk on the wings) 6 2 -2 -6 -10 -14 -18 -22 26 — Butterfly 2-10-30 SOP.13 Mar-14 Sep-14 Mar-15 Sep-15 Sun Deutact* Brit sane Dated* Ara Deutsche Bank Securities Inc. Page 29 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051330 CONFIDENTIAL SDNY_GM_00197514 EFTA01362033