EFTA01367664.pdf

Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clarity reset dates are: 31-Mar-15, 30-Jun- 15, 30-Sep-15, 31-Dec-15, 13-Jan-16 Settlements: T+2 Notional: $10,000,000 IA: $500,000 paid by SOFL on 14-Jan-2015. Up to 1.5e fees charged on exit under normal circumstances, irrespective of whether the exit is on scheduled Expiry Date or earlier Strike: Underlying closing level on Effective Date Cash flows: On each reset date: Buyer receives: Notional / Strike * (Index closing level on reset date - Index closing level on previous reset date) For the first reset date, Index closing level on previous reset date = Strike Thank you for the trade, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0059261 CONFIDENTIAL SDNY_GM_00205445 EFTA01367664