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efta-efta01446864DOJ Data Set 10CorrespondenceEFTA Document EFTA01446864
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80%:
868
13mo Contingent Minimum Return Worst-of Note (S&P 500 and Russell 2000):
WOF SPX/RTY
8% Cont Min Return
80% Barrier Daily obs.
29.30% Cap
Indicative levels only, subject to market movement, source: DB AwM Structured
Solutions, 2/5/14.
Europe
Note: your current Eurostoxx Contingent Note matures 8/26/14, cont min was
4%, cap was 17%, barrier was 70% (1935). A direct comp to your existing
structure is currently not pricing well (10.0 on proposed sheet, 5.0 on
suggested). Combining us and European views improves the terms and upside
participation:
5X5E Current:
2962
80%:
2369
13mo Contingent Minimum Return worst-of Note (Eurostoxx50 and Russell 2000):
WOF SX5E/RTY
11.5% Cont Min Return
80% Barrier Daily obs.
uncapped
Indicative levels only, subject to market movement, source: DB AwM Structured
Solutions, 2/5/14.
(Embedded image moved to file: pic01544.gif)
Tazia Smith
Director I Key Client Partners - uS
Deutsche Bank Securities Inc
Deutsche Asset & wealth Management
345 Park Avenue, 26th Floor
New York, NY 10154
(Embedded image moved to file: pic23531.gif)
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0101278
CONFIDENTIAL
SDNY_GM_00247462
EFTA01446864
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