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efta-efta01456389DOJ Data Set 10CorrespondenceEFTA Document EFTA01456389
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DOJ Data Set 10
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efta-efta01456389
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On each reset date:
Buyer receives: Notional / Strike * (Index closing level on reset date - Index closing
level on previous reset date)
For the first reset date, Index closing level on previous reset date = Strike
Thank you for the trade,
Daniel
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e)
DB-SDNY-0 115560
CONFIDENTIAL
SDNY_GM_00261744
EFTA01456389
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