EFTA Document EFTA01459851

SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.0675 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry Spot ref = 1.0907 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.056 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Vahe Stepanian Key Client Partners Deutsche Bank Securities Inc. Tel Mo Em This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120582 CONFIDENTIAL SDNY_GM_00266766 EFTA01459851