-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-0123298 CONFIDENTIAL SDNY_GM_00269482 EFTA01461326