EFTA01363683

Options on Heating Oil: Ca116 swap ref 165 cents/gallon Ca116 APO (Average Price Option) Calls: Strike / Premium (in cents per gallon) 165: 19.90 175: 15.95 185: 12.70 Premium Payment Date: Trade Date + 2 business days Transaction Economics: Terminal Payout for the K strike APO call above will be: Calculation Periods: 1-Jan-16 to 31-Jan-16; 1-Feb-16 to 29-Feb-16; ; 1-Dec-16 to 31-Dec-16 (12 periods) Payment Dates: 2 business days after last day of each Calculation Period For Calculation Period i, DB pays (in USD): Notional * max ( 0, Average Price of Heating Oil Spot Futures in Calculation Period i — K) Average Price of Heating Oil Spot Futures in Calculation Period i: Arithmetic average of settlement price of HO1 <comdty> on all commodity business days during Calculation Period i. Notional: in gallons / Calculation Period (e.g. 1,000,000 gallons per month) Premium to be paid by option buyer is the total number of gallons (across all months) * premium/gallon quoted above Single Asianed call, with Asianing period 1-Jan-16 to 31-Dec-16: Strike / Premium (in cents per gallon) 165: 18.10 175: 14.15 185: 10.95 Premium Payment Date: Trade Date + 2 business days Transaction Economics: Terminal payout for the K strike Asianed call above will be: Calculation Period: 1-Jan-16 to 31-Dec-16 Payment Date: 2 business days after last day of Calculation Period DB pays (in USD): Notional * max ( 0, Average Price of Heating Oil Spot Futures in Calculation Period — K) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0053844 CONFIDENTIAL SDNY_GM_00200028 EFTA01363683