-12% -10% -5% 0% 5% 10% 15% Spot 90.21 92.26 97.38 102.51 107.64 112.76 117.89 7y 0.05 1.1 3.7 6.4 9.1 11.8 14.4 8y 0.04 0.9 3.1 5.4 7.7 10.1 12.5 9y 0.04 0.8 2.6 4.6 6.7 8.8 10.9 lOy 0.03 0.7 2.3 4.0 5.8 7.7 9.6 Prices in % of USD notional CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0101221 CONFIDENTIAL SDNY_GM_00247405 EFTA01446823