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efta-01364409DOJ Data Set 10Other

EFTA01364409

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DOJ Data Set 10
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efta-01364409
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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
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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