27 March 2015 US Fixed Income Weekly 15 CHF Flatteners Rink Trude lyCilty imp Vol Rub Percent Min 2S1, kis 754h Msrs 1 0 \ 1273Y 40 47 09 92 a4 .02 02 OS 17 2 3I7Y3Y 48 57 08 97 -17 -02 02 04 16 3 319 .7,157 77 116 0.7 79 -1.1 -03 03 08 37 4 1Y 273Y 34 62 0.5 79 l .013 -0.2 02 0.5 12 5 310 3757 28 7.0 0.4 56 1 -0.8 -0.3 02 08 23 (I 8852757 44 129 09 53 1 -09 -03 02 08 14 7 342777 53 170 0.3 56 I -12 -0 4 02 05 20 6 17215Y 17 1713 0.1 51 1 -08 -0,4 01 0.5 11 9 0\1:ny 11 215 01 48 I .10 .04 01 05 14 10 OM 3Y5Y 04 8.9 00 47 -0.7 -0.3 02 06 15 11 3M 27107 10 255 0,0 52 .12 .0 .5 00 0.3 18 : 12 3M 3777 05 142 0.0 50 -10 -0.3 00 0 5 26 r 19 1Y 2Y7Y -22 256 -01 44 -09 -0.5 00 04 10 1 14 1Y 375Y .17 119 -01 41 .10 .04 00 05 12 1 15 BA127107 -37 293 -01 43 i -I.1 -06 00 03 1 1 Sam DICIIICAO Borst J Top 15 SEK Flatteners Bleak trade ty Carly 94p. 951 Percent Lim 29th M.:awn 79trt Star 1, 1 171737 1451 I ma 23 51 49 .1.1 23 47 95 2 14 37710Y 480 I 208 22 100 -38 .18 .12 -06 24 I 1 171757!. 1855 I 938 20 51 -43 -1.3 18 41 7.8 4 1Y Mt 202.3 1103 11 54 -42 -1.6 15 36 68 I 5 ir 1Y10Y 215.6 1188 1.8 58 4.5 -1.8 12 32 6.3 i 6 5M 77107 184 128 1.4 100 -43 -1.9 -13 -16 16 ' 7 3115710Y 832 812 1,4 100 .31 .21 .1.1 -0.3 1,4 1 8 1777107 134 I Il 0 1.2 100 -46 -18 -12 .0.4 1.3 1 9 1757107 . 301 312 10 100 -42 -18 -10 00 10 10 3 \ ISY7Y : 37.1 425 09 100 -31 .18 .08 00 1.0 11 17577Y 117 I 214 08 90 -35 -15 -06 03 10 12 13M571071 342 I 44.5 08 100 4.0 .21 -1.1 -0.3 0.8 13 17371071 69.5 I 1075 08 08 -4.7 .1.8 -05 09 2.0 14 1Y 3Y7Y 1 562 1 952 oe 00 4.5 .1.5 -02 1.2 25 15 17 3757 1 394 781 05 54 -41 -1.1 02 1,7 9.2 Sarre °lurch. EWA Spread of Swap Spreads Trades Trade 2Y3Y Current -1.92 Curter°