CIO Insights Weekly Bulletin — 19 August 2016 Perspectives From the Regions Asset Classes Forecasts Facts & Figures Glossary Facts and Figures Rates Current 1-Wk Return MTD Return OTD Return YTD Return 12 Mo Return 2 Year Return (Ann) 3 Year Return (Ann) 6 Year Return (Ann) 2-Year-Treasury 0.8% 0.0% -0.1% -0.2% 1.1% 1.0% 0.8% 0.8% 0.6% 10-Year Treasury 1.6% 4.1% .1.1% -0.7% 72% 72% 5.3% 6.1% 3.7% 30-Year Treasury 2.3% -0.2% -2.2% 0.7% 17.6% 14.6% 11.3% 13.8% 8.4% Barclays TIPS (1-10YR) 1.4% -0.1% -0.7% -0.4% 4.6% 3.7% 0.3% 1.6% 0.9% Barclays Credit 2.7% 0.2% '02% 1.1% 8.7% 8.3% 4.2% 5.9% 4.8% Barclays U.S. High Yield 6.4% 0.4% 1.6% 4.3% Ian 8.1% 2.9% 5.2% 7.3% Barclays Emerging Market 4.5% 0.5% 1.3% 2.9% 12.5% 11.4% 5.3% 6.8% 6.3% Equities S&P 500 2178.2 -0 3% 0.4% 4.1% 8.1% 6.5% 7.8% 11.9% 15.3% MSCI World (USD) 420.2 -0.1% 1.1% 55% 7.2% 2.7% 2.2% 6.7% 9.4% MSCI Europe ex UK (USD) 1713.7 -0.2% 1.6% 6.5% 0.9% -5.8% -2.1% 1.9% 6.4% MSCI UK (USD) 1085.1 -04% 0.7% 3.5% 0.4% -9.1% -7.4% -08% 4,0% MSCI Japan (USD) 2811.6 -0.4% 0.6% 7.1% 1.3% -2.2% 3.4% 4.6% 6.7% MSCI Latam (USD) 2510.7 0.0% 5.2% 11.0% 39.5% 20.0% -12.5% -4.9% -5.6% MSCI Asia ex Jpn (USD) 549.3 1.1% 4.5% 9.6% 12.1% 7.2% -17% 4.5% 4.1% Commodities & Alternatives Light Crude Oil Futures 546.6 7.1% 12.0% -3.6% 25.8% 9.6% -30.8% -24.3% -11 7% Gold Futures $1,356.9 0.5% 0.0% 2.7% 28.0% 21.9% 1.9% -0.3% -5.3% Baltic Dry Index 687.0 5.2% -78% 4.1% 43.7% -34.9% -177% -14.6% -12.6% Regular Unleaded Gas Price 2.13 0.1% -3.7% -6.6% 6.8% -20.0% -15.5% -9.9% Trade Weighted Dollar 94.8 -1.4% -0.8% -1.2% -4.0% -1.9% 7.9% 5.3% 5.1% Index VIX Index 12.2 8.4% 6.5% -19.1% -30.6% -1.5% -2.0% -4.2% -17.4% Current data as of August 17. 2016. Data source' FactSet, negative numbers are m red Deutsche Ba