Case File
efta-01456528DOJ Data Set 10OtherEFTA01456528
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DOJ Data Set 10
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efta-01456528
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Offer:
where
2.4%
Final Payout = Notional * max(Average Realized Dispersion — Strike,0)
Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i)
Individual Dispersion for Index i = Final Performance for Index i — Average Performance
Average Performance = average (Final Performance for each Index i)
Final Performance for Index i = (Final_level(i)/Initial_level(i) -1)
Please let us know when would be a good time to connect.
Regards,
Daniel
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobile
Email
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 115749
CONFIDENTIAL
SDNY_GM_00261933
EFTA01456528
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