EFTA Document EFTA01454255

• CROtl. US Dividends TR . S&P 500 DC€ Client Rcvs: Notional x [Final/Initial - 1] Initial Margin: 20% Long/short US Only - Long CROCI US Dividends vs. Short S&P 500 (two swaps): Underlying: CROCI Div (DBUSSDUT) and S&P 500 (SPTR) Client Pays: [SPTR Perf - (3mLibor + 0.20% p.a)] x Notional Client Rcvs: [DBUSSDUT Perf - (3mLibor + 0.80% p.a.)] x Notional Initial Margin: 20% Index Perf = [(Final/Initial - 1)] Indicative levels as of 4/8/14. Source: DB GM Equity Derivatives. * (Enterprise Value/Net Capital Invested)/(Cash Return on Capital Invested) 5-Year History of CROCI US DIVIDENDS vs. S&P 500 Inedex (source: Bloomberg, as of close 4/7/14 DBUSSDUT 0:01 . 4739.30 4739.30 4739.30 Settings 3 Actions - Range r Oar:a "" Curren Dr;ce Change ,tnw CEUSSDUT Index SPX Index 4739.50 Page 1; Total Return 119 3M .611 YID 1Y 2Y 3Y 1"154r 10Y . . !„...t" o mmt + Track Annota n Difference Comparative Return tunft(s; Annual Eq in, No dividends or coupons .200 .150 .100 .50 2009 2010 2011 2012 Total Return 2013 1 2014 0 Used with permission of Bloomberg Finance LP CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 112255 CONFIDENTIAL SDNY_GM_00258439 EFTA01454255