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efta-efta01456398DOJ Data Set 10Correspondence

EFTA Document EFTA01456398

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DOJ Data Set 10
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efta-efta01456398
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EFTA Disclosure
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Deutsche Bank AG, London Branch 'lei insbeet I. General Terms Party A: Party B: Trade Date: Effective Date: Termination Date: Notional Amount Reference Index: Index Sponsor. Reference Page: Index Strike: Index Fee: Business Days: Businm Day Convention: Initial Margin: 2. Tens of Swap Parts. A Index Roadie Amounts Floating Rate Payer: Party A Floating Rate Payer Calculation Amount: Party A Floating Rate Payer Payment Date(s): Party A Floating Amount: Party B Index Floating Amounts Floating Rate Payer: Party B Floating Rate Payer Calculation Amount: Party B Floating Rate Payer Payment Date(s): Party B Floating Amount: Bid/Offer Cost Index Currency: Initial Index Value: Final Index Value: Index Closing Value: Calculation Period: 13 January 2015 Commodity Index Swap Deutsche Bank AG, London Southern Financial LLC 13 Jennie,' 2015 13 January 2015 13 January 2016 USD 10.000.000 db WTI Short Volatility II USD Index Deutsche Bank AG. London Bloomberg ticker: DBCMWSV2 <Index> 255.8709 0% per annum Any day where banks arc open for general business in London and New York City Modified Following. (which shall apply to any date referral to herein that falls on a day that is not a Business Day) USD 500,000; to be pledged by Party Bon 14 January 2015. Party A For each Calculation Period, an amount equal to the product of Notional Amount multiplied by the Initial Index Value that applies to such Calculation Period divided by Index Strike. For each Calculation Period, IWO Business Days after each Periodic Index Fixing Date falling at the end of such Calculation Period. An amount determined by the Calculation Agent with respect to each Calculation Paled, equal to the product of Party A Floating Rate Payer Calculation Amount and Final Index Value / Initial Index Value ) Party 13 For each Calculation Period, an amount equal to the product of Notional Amount multiplied by the Initial Index Value that applies to such Calculation Period divided by Index Strike. For each Calculation Period, tuo Business Days after each Periodic Index Fixing Date falling at the end of such Calculation Period. An amount damnified by the Calculation Agent with i‘spat to each Calculation Period, equal to the product of Party LI Floating Rate Payer Calculation Amount and ( 1 + Bid/Offer Cog ) Will be determined by the Calculation Agent on the Termination Date or on the Optional Early Termination Date and will be between 1.00-1.50% under normal market circumstances. The Bid/Offer Cost only applies to the last Calculation Period. which ends on the Termination Date or on the Optional Early termination Date. It is zero for all other Calculation Periods. In case of an Early Termination Option exercised by Party A, the Bid/Offer Cost will be zero. USD In respect of each Calculation Period. an amount equal to the Index Closing Value on the Periodic Index Fixing Date falling at the start of such Calculation Period as determined by the Calculation Agent, except for the first Calculation Period where the Initial Index Value shall be Index Strike. In respect of each Calculation Period, an amount equal to the Index Closing Value on the Periodic Index Fixing Date falling at the end of such Calculation Period as determined by the Calculation Agent. On any Business Day, an amount in the Index Currency equal to the Index Closing Value for the Reference Index, as published on such day by the Index Sponsor on the Reference Page. Each period from and including a Periodic Index Fixing Date to and including the immediately following Periodic Index Fixing Date, except that (a) the initial Calculation Period commence on and include the Confidential: DBCMWS3'2 index smap*I'S.dcc Deutsche Bank AG is regulated by the FSA for the conduct of designated investment business in the UK, a member of The London Stock Exchange and is a limited liability company incorporated in the Federal Republic of Germany HRB No. 30000 District Court of Frankfurt am Main: Branch Registration No. in England and Wales BR000005. Registered address: Winchester House! 1 Great Wnchester Street London EC2N 2DB. Time of transaction will be supplied on request. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0115571 CONFIDENTIAL SDNY_GM_00261755 EFTA01456398

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