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efta-01453307DOJ Data Set 10OtherEFTA01453307
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DOJ Data Set 10
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efta-01453307
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15% european barrier:
2.2562
Current USDBRL spot:
2.3505
Your second note has a final valuation of 4/14. Initial strike 2.0035, european barrier =2.3040.
Recall that the payout on these was as follows:
a) make 28.5% if BRL is up more than 3% vs. USD at maturity, b) make 5% if BRL is up between 0-
3% vs USD, c) get your principal down less than 15% vs. USD, d) loose 1 for 1 if BRL is down more
than 15% vs USD at maturity (max loss 100%)
Used with permission of Bloomberg Finance LP
Tazia Smith
Director I Key Client Partners • US
Deutsche Bank Securities Inc
Deutsche Asset & Wealth Management
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New York NY 10154
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DB-SDNY-0 110843
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EFTA01453307
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