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EFTA Document EFTA01361308EFTA Document EFTA01361310
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sd-10-EFTA01361309Dept. of JusticeOther

EFTA Document EFTA01361309

Indicative Transaction Terms: Investor buys: 5s10s USD CMS curve floors Expiry: 6 months Strike: ATMF (56bps) Notional $100mm Offer: 10bps (mid 8bps) Terminal Payout: Notional x max (Strike — terminal 5s10s spread,0) Ref. 5s10s Forward: 55 bps Source for graphs: DB Markets Research US Fixed Income Weekly, September 4 2015 and Bloomberg. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. All trade execution information contained herein is being provided as an

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Indicative Transaction Terms: Investor buys: 5s10s USD CMS curve floors Expiry: 6 months Strike: ATMF (56bps) Notional $100mm Offer: 10bps (mid 8bps) Terminal Payout: Notional x max (Strike — terminal 5s10s spread,0) Ref. 5s10s Forward: 55 bps Source for graphs: DB Markets Research US Fixed Income Weekly, September 4 2015 and Bloomberg. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. All trade execution information contained herein is being provided as an

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Indicative Transaction Terms: Investor buys: 5s10s USD CMS curve floors Expiry: 6 months Strike: ATMF (56bps) Notional $100mm Offer: 10bps (mid 8bps) Terminal Payout: Notional x max (Strike — terminal 5s10s spread,0) Ref. 5s10s Forward: 55 bps Source for graphs: DB Markets Research US Fixed Income Weekly, September 4 2015 and Bloomberg. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. All trade execution information contained herein is being provided as an accommodation at your request in advance of your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of the trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the informal execution report and the official trade confirmation(s) or account statements. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0050441 CONFIDENTIAL SDNY_GM_00196625 EFTA01361309

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From: Paul Morris Sent: 6/1/2015 9:48:10 PM To: Daniel Sabba Subject: Fw: II] Classification: for Internal Use Only What's u here? From: Jeffrey E. [mailto:jeevacation@gmail.com] Sent: Monday, June 01, 2015 09:38 PM To: Paul Morris; Richard Kahn Subject: Vahe Stepanian Vahe Stepanian where are the prices9291/9111111, Paul this is not how trades should be described. . DEI Receives 1,529,290.08 USD Reset Date: 27-May-2015 Value Date: 01-June-2015 Interest: 4,290.08 Equity: 1

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