Case File
efta-01364409DOJ Data Set 10OtherEFTA01364409
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DOJ Data Set 10
Reference
efta-01364409
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Risk Prema Investment Over,
MuWARM class S% Tart ilialily
leetu,,
V•481888
Itylves8/81•010.
CornUSA a U
flecks ft/P IC48
(AMOR ••000,10ONS - vai ore he
rya.
4
to
am
ran
• 7%
• 2
em
dap..
overl pas
vas
ITZ
ins
sill
sms
4103
se
lea
• 42%
V%
AMMO IMO.
ssa
Overview
•
The Pattie is a 5% Vistatlity•Tartwied Pomba° wiei weirs to the underlying prima systematically **steel based on
a risk weighted tEdwi Risk Contribution) aloasecin rnettottiogy.
Risk-Weitatiling
•
The night* for ate basket or ma preemie am set based on an Equal Risk Corentiition approach wW nibatonced
panty to Mese weirs
•
ReilieweigNs !or the metre *locations wain the basest ate set based on I -year baling waked imlailabes and
caTetatiorie
Votsellity-Targeting
•
The allocatem b tnit basket at nse meow is *yelled day CO Sehnert/am:40W/ target of 5%
•
The station is based on tall measures Oshat-terrn waling malted vcialiely
31%
■E-Cp.iey Inweed Dividend Premium 'EMMY Low Bern
Ecivey Lietnetilian
SEQuitY CASIO
is (-duty Value
C Omency Momentum
WCuteency Valve
fl ats Municipal Pa/rats Gamy
10Equity Mean Reversal
• Rates Monwareian
MCOenteiCey Gun* Par
a Cornrunity abathenhen
All trade execution information contained herein is being provided as an accommodation at your request in
advance of your receipt of the official trade confirmation(s). Additional trade detail information available upon
request. The terms of the trade(s) may be subject to change prior to settlement, and therefore the official trade
confirmation(s) and account statements issued by Deutsche Bank shall govern. Deutsche Bank is not
responsible for any discrepancy between the informal execution report and the official trade confirmation(s) or
account statements.
Structured products are not suitable for all investors due to illiquidity, optionality, time to redemption, and
payoff nature of the strategy. We or our affiliates or persons associated with us or such affiliates may: maintain
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0054945
CONFIDENTIAL
SDNY_GM_00201129
EFTA01364409
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