EFTA Document EFTA01461465

Jeffrey - First BRL note's valuation date is this Thursday, 3/20 (settles 3/27); presently down 19.8%, intrinsic. Your original investment was $1 mm notional. Initial strike: 1.9619 15% european barrier: 2.2562 Current USDBRL spot: 2.3505 Your second note has a final valuation of 4/14. Initial strike 2.0035, european barrier =2.3040. Recall that the payout on these was as follows: a) make 28.5% if BRL is up more than 3% vs. USD at maturity. b) make 5% if BRL is up between 0-3% vs USD, c) get your principal down less than 15% vs. USD, d) loose 1 for 1 if BRL is down more than 15% vs USD at maturity (max loss 100%) RL 2 . 3 SOS 2.3500 2.2511 15:19 Cn 2.3447 2.35&3 2.3433 7.3467 99 Save As 99 Actions • 97) Edit - 99 Table CoTrlia-- • • 01126/1013 01/27/101'' in Price El• Last Price 2.3505 - T High on 08/21/13 2.4543 Average 2.2376 1 Low on 04/12/13 1.9695 I: . Track / Annotate ie News It Wm*? • e sec.,Tws=v Zoom 03/19/14 Line Chart 19 DIM 0 ot-nt Mar Jun 0-2.4000 0-2.3C00 2.2562 • 2.2000 ►2.1000 ►2.0000 2013 2014 Mar Used with permission of Bloomberg Finance LP Tazia Smith Director I Key Client Partners - US Deutsche Bank Securities Inc CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 123530 CONFIDENTIAL SDNY_GM_00269714 EFTA01461465