EFTA01479781.pdf

Subject: Jeffrey - follow-up on trades per your request [C] From: Daniel Sabba <ffi Date: Wed, 07 Jan 2015 09:08:45 -0500 To: [email protected] Cc: Paul Morris Classification: Confidential Jeffrey, Per your request, we did a hypothetical performance analysis of the 16 trades we discussed since October 2014. To complete this exercise we needed to assume notional exposures as uniform (either $10mm or EUR10mm), even if this would not have been the path realistically taken. This analysis is to be taken as hypothetical, indicative and for discussion purposes only. Please let us know of best time to discuss. Best regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email EFTA01479781