EFTA01456528.pdf
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Offer: 2.4%
where
Final Payout = Notional * max(Average Realized Dispersion — Strike,0)
Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i)
Individual Dispersion for Index i = Final Performance for Index i — Average Performance
Average Performance = average (Final Performance for each Index i)
Final Performance for Index i = (Final_level(i)/Initial_level(i) -1)
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Daniel
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
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CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 115749
CONFIDENTIAL SDNY_GM_00261933
EFTA01456528
ℹ️ Document Details
SHA-256
5cb99afcc7819ea5e157be57daeb07bdc8d7c90f45c5f203acc255fa60efc09d
Bates Number
EFTA01456528
Dataset
DataSet-10
Type
document
Pages
1
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