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efta-efta01437035DOJ Data Set 10Correspondence

EFTA Document EFTA01437035

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EFTA Disclosure
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USDTRY FX Overview March 2018 For Key Client Partner Clients or U.S Institutional Investors. Not for Retail Distribution EFTA01437035 image002 USDTRY overview Market overview Economic activity looks set to lose steam; yet it should remain competitive throughout 2018 due to fiscal support as well as buoyant external demand. CBT appears to be done with tightening TRY can rally due to a supportive external environment, high carry, disinflation (and rising real rates), attractive valuation and light positioning. Further, TRY has significantly lagged the recent rally in EM FX over the past six months, providing attractive opportunities for 'catch up' appreciation USDTRY spot history and forecasts TRY remains one of world's cheapest currency 15 Deutsche Bank sees potential for relief rally in TRY but the lack of current account adjustment, dependence on foreign portfolio inflows and FX borrowing, and high inflation cloud the longer-term narrative TRY remains one of the most undervalued currencies on fundamental models USDTRY YE Forecasts Q2 2018 2018 2019 DB 4.00 4.26 4.50 EFTA01437036 Carry, volatility and skew dynamics Although carry remains punitive and near all time highs, volatility and skew have all moved in favor of USD call buyers: Carry levels are at multi-year highs Implied volatilities have sold off, approaching to average levels over last 6 years Implied volatility skew has decreased in favor of USD call buyers Implied volatilities have sold-off to average levels Carry at multi-year high levels USD calls are becoming cheaper relative to puts 16 Sources: Bloomberg Finance L.P., Deutsche Bank Due to high interest rate differentials, carry is historically elevated levels for USDTRY USDTRY implied volatility has sold off in recent months and levels are now trading close to their average for past few years USDTRY skew has become more favorable to a USD-based hedger but still remain expensive to USD puts EFTA01437037 Supplemental Disclosure for EDeutsche Bank Wealth ManagementigKey Client Partners (KCP) THIS MATERIAL IS INTENDED FOR INSTITUTIONAL CUSTOMERS ONLY AS DEFINED BY FINRA 4512 (c). The trading and investment ideas discussed herein are general and do not take into account an institutional client's particular circumstances (including tax situation), investment guidelines, investment goals, restrictions or needs. Deutsche Bank ("DB") is not acting as a legal, financial, tax or accounting adviser or in any other fiduciary capacity with respect to any proposed transaction(s) mentioned herein. This document does not constitute the provision of investment advice and is not intended to do so, but is only intended to be general information. This material is for our clients' informational purposes and is a general solicitation of derivatives business for the purposes of, and to the extent it is subject to, §§ 1.71 and 23.605 of the U.S. Commodity Exchange Act. This is not an offer, advice, recommendation or solicitation to buy or sell, nor is it an official confirmation of terms. Any offering or potential transaction that may be related to the subject matter of this communication will be made pursuant to separate and distinct documentation and in such case the information contained herein will be superseded in its entirety by such documentation in final form. Key Clients Partners ("KCP") services are offered to a select group of Deutsche Bank Wealth Management ("WM") clients who are able to meet certain criteria including, without limitation, financial and sophistication qualifications. On a non-advised basis, KCP introduces its institutional clients to unique investment opportunities which can be sourced from other divisions of Deutsche Bank AG, such as Global Markets and Asset Management. Most often, these opportunities are available to our clients who are on- boarded with KCP with KCP only. All Key Clients Partners opportunities may not be available in all WM locations. Please be advised that none of the Deutsche Bank affiliates or subsidiaries guarantees or is liable for the products or services offered by any other affiliate or subsidiary, unless specifically provided for in a writing signed by the affiliates or subsidiaries. Opinions expressed herein may differ from the opinions expressed by other departments, divisions or affiliates of Deutsche Bank "Deutsche Bank" means Deutsche Bank AG and its affiliated companies. Deutsche Bank Wealth Management represents the wealth management activities conducted by Deutsche Bank AG or its subsidiaries. Brokerage services are offered through Deutsche Bank Securities Inc., a broker-dealer and registered investment adviser, which conducts investment banking and securities activities in the United States. Deutsche Bank Securities Inc. is a member of FINRA, NYSE and SIPC. Banking and lending services are offered through Deutsche Bank Trust Company Americas, member FDIC, and other members of the Deutsche Bank Group. 0 2018 Deutsche Bank AG. All rights reserved. 027082 032018 EFTA01437038 EFTA01437039 Pitchbuilder Template_Standard Landscape Click to edit Master title style Click to edit Master text styles Second level Third level Fourth level Fifth level 81nidZpGqzkSDMpD EFTA01437040 3/28/2018 Click to edit Master text styles Second level Third level Fourth level Fifth level { # } EFTA01437041 3/28/2018 { # } EFTA01437042 Title slide Click to edit Master title style Click to edit Master subtitle style Deutsche Bank Corporate & Investment Banking PRINTING INSTRUCTIONS CHECK TOC BEFORE PRINTING Color/grayscale: Color (regardless of printing in b/w) Scale to fit paper: OFF Print hidden slides: OFF POWERPOINT OPTIONS > ADVANCED > PRINT Print in background: OFF EFTA01437043 Contents Click to edit Master title style Deutsche Bank Corporate & Investment Banking Thursday, March 15, 2018 8:36 AM I:\Structuring\Individual Folders\Animesh\KCP\EURUSD Risk Management.pptx EFTA01437044 Section divider Click to edit Master title style 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42289{634}42286{635}42285{636}42284{637}42283{638}42282{639}42279{640}- 42278{641}42277{642}42276{643}42275{644}42272{645}42271{646}42270{647}- 42269{648}42268{649}42265{650}42264{651}42263{652}42262{653}42261{654}- 42258{655}42257{656}42256{657}42255{658}42254{659}42251{660}42250{661}- 42249{662}42248{663}42247{664}42244{665}42243{666}42242{667}42241{668}- 42240{669}42237{670}42236{671}42235{672}42234{673}42233{674}42230{675}- EFTA01437113 42229{676}42228{677}42227{678}42226{679}42223{680}42222{681}42221{682}- 42220{683}42219{684}42216{685}42215{686}42214{687}42213{688}42212{689}- 42209{690}42208{691}42207{692}42206{693}42205{694}42202{695}42201{696}- 42200{697}42199{698}42198{699}42195{700}42194{701}42193{702}42192{703}- 42191{704}42188{705}42187{706}42186{707}42185{708}42184{709}42181{710}- 42180{711}42179{712}42178{713}42177{714}42174{715}42173{716}42172{717}- 42171{718}42170{719}42167{720}42166{721}42165{722}42164{723}42163{724}- 42160{725}42159{726}42158{727}42157{728}42156{729}42153{730}42152{731}- 42151{732}42150{733}42149{734}42146{735}42145{736}42144{737}42143{738}- 42142{739}42139{740}42138{741}42137{742}42136{743}42135{744}42132{745}- 42131{746}42130{747}42129{748}42128{749}42125{750}42124{751}42123{752}- 42122{753}42121{754}42118{755}42117{756}42116{757}42115{758}42114{759}- 42111{760}42110{761}42109{762}42108{763}42107{764}42104{765}42103{766}- 42102{767}42101{768}42100{769}42097{770}42096{771}42095{772}42094{773}- 42093{774}42090{775}42089{776}42088{777}42087{778}42086{779}42083{780}- 42082{781}42081{782}42080{783}42079{784}42076{785}42075{786}42074{787}- 42073{788}42072{789}42069{790}42068{791}42067{792}42066{793}42065{794}- 42062{795}42061{796}42060{797}42059{798}42058{799}42055{800}42054{801}- 42053{802}42052{803}42051{804}42048{805}42047{806}42046{807}42045{808}- 42044{809}42041{810}42040{811}42039{812}42038{813}42037{814}42034{815}- 42033{816}42032{817}42031{818}42030{819}42027{820}42026{821}42025{822}- 42024{823}42023{824}42020{825}42019{826}42018{827}42017{828}42016{829}- 42013{830}42012{831}42011{832}42010{833}42009{834}42006{835}42005{836}- 42004{837}42003{838}42002{839}41999{840}41998{841}41997{842}41996{843}- 41995{844}41992{845}41991{846}41990{847}41989{848}41988{849}41985{850}- 41984{851}41983{852}41982{853}41981{854}41978{855}41977{856}41976{857}- 41975{858}41974{859}41971{860}41970{861}41969{862}41968{863}41967{864}- 41964{865}41963{866}41962{867}41961{868}41960{869}41957{870}41956{871}- 41955{872}41954{873}41953{874}41950{875}41949{876}41948{877}41947{878}- 41946{879}41943{880}41942{881}41941{882}41940{883}41939{884}41936{885}- 41935{886}41934{887}41933{888}41932{889}41929{890}41928{891}41927{892}- 41926{893}41925{894}41922{895}41921{896}41920{897}41919{898}41918{899}- 41915{900}41914{901}41913{902}41912{903}41911{904}41908{905}41907{906}- 41906{907}41905{908}41904{909}41901{910}41900{911}41899{912}41898{913}- 41897{914}41894{915}41893{916}41892{917}41891{918}41890{919}41887{920}- 41886{921}41885{922}41884{923}41883{924}41880{925}41879{926}41878{927}- 41877{928}41876{929}41873{930}41872{931}41871{932}41870{933}41869{934}- 41866{935}41865{936}41864{937}41863{938}41862{939}41859{940}41858{941}- 41857{942}41856{943}41855{944}41852{945}41851{946}41850{947}41849{948}- 41848{949}41845{950}41844{951}41843{952}41842{953}41841{954}41838{955}- 41837{956}41836{957}41835{958}41834{959}41831{960}41830{961}41829{962}- 41828{963}41827{964}41824{965}41823{966}41822{967}41821{968}41820{969}- 41817{970}41816{971}41815{972}41814{973}41813{974}41810{975}41809{976}- 41808{977}41807{978}41806{979}41803{980}41802{981}41801{982}41800{983}- 41799{984}41796{985}41795{986}41794{987}41793{988}41792{989}41789{990}- 41788{991}41787{992}41786{993}41785{994}41782{995}41781{996}41780{997}- 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1.2425999999999999{518}1.2185999999999999{519}1.2462{520}1.2315{521}- 1.2671999999999999{522}1.2585{523}1.2941{524}1.3094999999999999{525}- 1.3063{526}1.2925{527}1.3043{528}1.2509999999999999{529}- 1.2304999999999999{530}1.2415{531}1.2031000000000001{532}- 1.2062999999999999{533}1.2016{534}1.2114{535}1.1673{536}- 1.1820999999999999{537}1.1849000000000001{538}1.1532{1}{1}Single!$P$4{1}{0}- Forecast Range{bg1}{85000}SinglelDated\-mmm\-yy{540}{0}44926{1}44561{2}- 44196{3}43830{4}43465{5}43373{6}43281{7}43190{8}43168{9}43161{10}43154{11}- 43147{12}43140{13}43133{14}43126{15}43119{16}43112{17}43105{18}43098{19}- EFTA01437134 43091{20}43084{21}43077{22}43070{23}43063{24}43056{25}43049{26}43042{27}- 43035{28}43028{29}43021{30}43014{31}43007{32}43000{33}42993{34}42986{35}- 42979{36}42972{37}42965{38}42958{39}42951{40}42944{41}42937{42}42930{43}- 42923{44}42916{45}42909{46}42902{47}42895{48}42888{49}42881{50}42874{51}- 42867{52}42860{53}42853{54}42846{55}42839{56}42832{57}42825{58}42818{59}- 42811{60}42804{61}42797{62}42790{63}42783{64}42776{65}42769{66}42762{67}- 42755{68}42748{69}42741{70}42734{71}42727{72}42720{73}42713{74}42706{75}- 42699{76}42692{77}42685{78}42678{79}42671{80}42664{81}42657{82}42650{83}- 42643{84}42636{85}42629{86}42622{87}42615{88}42608{89}42601{90}42594{91}- 42587{92}42580{93}42573{94}42566{95}42559{96}42552{97}42545{98}42538{99}- 42531{100}42524{101}42517{102}42510{103}42503{104}42496{105}42489{106}- 42482{107}42475{108}42468{109}42461{110}42454{111}42447{112}42440{113}- 42433{114}42426{115}42419{116}42412{117}42405{118}42398{119}42391{120}- 42384{121}42377{122}42370{123}42363{124}42356{125}42349{126}42342{127}- 42335{128}42328{129}42321{130}42314{131}42307{132}42300{133}42293{134}- 42286{135}42279{136}42272{137}42265{138}42258{139}42251{140}42244{141}- 42237{142}42230{143}42223{144}42216{145}42209{146}42202{147}42195{148}- 42188{149}42181{150}42174{151}42167{152}42160{153}42153{154}42146{155}- 42139{156}42132{157}42125{158}42118{159}42111{160}42104{161}42097{162}- 42090{163}42083{164}42076{ 165}42069{166}42062{ 167}42055{168}42048{169}- 42041{170}42034{171}42027{172}42020{173}42013{174}42006{175}41999{176}- 41992{177}41985{178}41978{179}41971{180}41964{181}41957{182}41950{183}- 41943{184}41936{185}41929{186}41922{187}41915{188}41908{189}41901{190}- 41894{191}41887{192}41880{193}41873{194}41866{195}41859{196}41852{197}- 41845{198}41838{199}41831{200}41824{201}41817{202}41810{203}41803{204}- 41796{205}41789{206}41782{207}41775{208}41768{209}41761{210}41754{211}- 41747{212}41740{213}41733{214}41726{215}41719{216}41712{217}41705{218}- 41698{219}41691{220}41684{221}41677{222}41670{223}41663{224}41656{225}- 41649{226}41642{227}41635{228}41628{229}41621{230}41614{231}41607{232}- 41600{233}41593{234}41586{235}41579{236}41572{237}41565{238}41558{239}- 41551{240}41544{241}41537{242}41530{243}41523{244}41516{245}41509{246}- 41502{247}41495{248}41488{249}41481{250}41474{251}41467{252}41460{253}- 41453{254}41446{255}41439{256}41432{257}41425{258}41418{259}41411{260}- 41404{261}41397{262}41390{263}41383{264}41376{265}41369{266}41362{267}- 41355{268}41348{269}41341{270}41334{271}41327{272}41320{273}41313{274}- 41306{275}41299{276}41292{277}41285{278}41278{279}41271{280}41264{281}- 41257{282}41250{283}41243{284}41236{285}41229{286}41222{287}41215{288}- 41208{289}41201{290}41194{291}41187{292}41180{293}41173{294}41166{295}- 41159{296}41152{297}41145{298}41138{299}41131{300}41124{301}41117{302}- 41110{303}41103{304}41096{305}41089{306}41082{307}41075{308}41068{309}- 41061{310}41054{311}41047{312}41040{313}41033{314}41026{315}41019{316}- 41012{317}41005{318}40998{319}40991{320}40984{321}40977{322}40970{323}- 40963{324}40956{325}40949{326}40942{327}40935{328}40928{329}40921{330}- 40914{331}40907{332}40900{333}40893{334}40886{335}40879{336}40872{337}- 40865{338}40858{339}40851{340}40844{341}40837{342}40830{343}40823{344}- 40816{345}40809{346}40802{347}40795{348}40788{349}40781{350}40774{351}- 40767{352}40760{353}40753{354}40746{355}40739{356}40732{357}40725{358}- 40718{359}40711{360}40704{361}40697{362}40690{363}40683{364}40676{365}- 40669{366}40662{367}40655{368}40648{369}40641{370}40634{371}40627{372}- 40620{373}40613{374}40606{375}40599{376}40592{377}40585{378}40578{379}- 40571{380}40564{381}40557{382}40550{383}40543{384}40536{385}40529{386}- EFTA01437135 40522{387}40515{388}40508{389}40501{390}40494{391}40487{392}40480{393}- 40473{394}40466{395}40459{396}40452{397}40445{398}40438{399}40431{400}- 40424{401}40417{402}40410{403}40403{404}40396{405}40389{406}40382{407}- 40375{408}40368{409}40361{410}40354{411}40347{412}40340{413}40333{414}- 40326{415}40319{416}40312{417}40305{418}40298{419}40291{420}40284{421}- 40277{422}40270{423}40263{424}40256{425}40249{426}40242{427}40235{428}- 40228{429}40221{430}40214{431}40207{432}40200{433}40193{434}40186{435}- 40179{436}40172{437}40165{438}40158{439}40151{440}40144{441}40137{442}- 40130{443}40123{444}40116{445}40109{446}40102{447}40095{448}40088{449}- 40081{450}40074{451}40067{452}40060{453}40053{454}40046{455}40039{456}- 40032{457}40025{458}40018{459}40011{460}40004{461}39997{462}39990{463}- 39983{464}39976{465}39969{466}39962{467}39955{468}39948{469}39941{470}- 39934{471}39927{472}39920{473}39913{474}39906{475}39899{476}39892{477}- 39885{478}39878{479}39871{480}39864{481}39857{482}39850{483}39843{484}- 39836{485}39829{486}39822{487}39815{488}39808{489}39801{490}39794{491}- 39787{492}39780{493}39773{494}39766{495}39759{496}39752{497}39745{498}- 39738{499}39731{500}39724{501}39717{502}39710{503}39703{504}39696{505}- 39689{506}39682{507}39675{508}39668{509}39661{510}39654{511}39647{512}- 39640{513}39633{514}39626{515}39619{516}39612{517}39605{518}39598{519}- 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