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sd-10-EFTA01452461Dept. of JusticeOther

EFTA Document EFTA01452461

streange risk reward donpt you think On Wed, Feb 5, 2014 at 12:41 PM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - This is for comparative purposes, as the worst-of component (previously sent/below) improves pricing a quite a bit at present. 13mo on SX5E by itself is a non-starter! #1 - 13mo Contingent Minimum Return SX5E 4% Cont Min Return 80% Barrier Daily obs. 6% cap max loss: 100% #2 - 2yr Contingent Minimum Return SX5E 10% Cont Min Return 80% Barrier Daily ob

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Dept. of Justice
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sd-10-EFTA01452461
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streange risk reward donpt you think On Wed, Feb 5, 2014 at 12:41 PM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - This is for comparative purposes, as the worst-of component (previously sent/below) improves pricing a quite a bit at present. 13mo on SX5E by itself is a non-starter! #1 - 13mo Contingent Minimum Return SX5E 4% Cont Min Return 80% Barrier Daily obs. 6% cap max loss: 100% #2 - 2yr Contingent Minimum Return SX5E 10% Cont Min Return 80% Barrier Daily ob

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Text extracted via OCR from the original document. May contain errors from the scanning process.
streange risk reward donpt you think On Wed, Feb 5, 2014 at 12:41 PM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - This is for comparative purposes, as the worst-of component (previously sent/below) improves pricing a quite a bit at present. 13mo on SX5E by itself is a non-starter! #1 - 13mo Contingent Minimum Return SX5E 4% Cont Min Return 80% Barrier Daily obs. 6% cap max loss: 100% #2 - 2yr Contingent Minimum Return SX5E 10% Cont Min Return 80% Barrier Daily obs. 17% cap max loss: 100% Indicative levels only, subject to market movement, source: DB AWM Structured Solutions, 2/5/14. Rom' Tazia Sneth/dbeibcom To* JAWCPAtDemai torn, Paul Morris, Vahe Stepanian/db/dbcom@DBAmericas, Vint Sahni/db/dbcomC0SEMEA, Nay GuptaidlodbcomCDSEMEA Date 02/O51201411:49 AM Subject: Barrier Notes (C) Classification: Confidential Jeffrey - US ADP report came in light this morning at +175k v 185k cons, as you saw, payrolls catalyst on CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109488 CONFIDENTIAL SDNY_GM_00255672 EFTA01452461

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Sent from my iPhone On )un 4, 2014, at 11:23 AM, Paul Morris rote: Classification: Confidential Lesley, I'm traveling so may be better for a few of us to call him or do a dial in? From: Lesley Groff Sent: 06/04/2014 10: iAsi Ah To: Paul Morris Cc: Tazia Smith; vinit Sahni; Nav Gupta ; vahe Stepanian Subject: Re: Call with je tomorrow [C] Jeffrey says ok to a 1pm NY time phone call with you all today. can he call you, Paul, at 1pm and you have everyone on the line ready to go? Sent

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Subject: Re: Meeting with Jeffrey -- Change in Schedule! From: Lesley Groff Date: Thu, 03 Oct 2013 15:39:03 -0400 To: Amanda Kirby ‹ > Excellent!! Thx!' Sent from my iPhone On Oct 3, 2013, at 3:35 PM, Amanda Kirby wrote: Classification: Public Spoke with everyone. 11am on October 22 is confirmed! Best, Amanda Kirby <mime-attachment.gif> Amanda Kirby Associate Deutsche Bank Trust Company Americas 345 Park Avenue, 27th Fl New York, NY, USA, 10154-0004 Tel. Fax IMEIn Emai <mime

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