EFTA01452461.pdf

streange risk reward donpt you think On Wed, Feb 5, 2014 at 12:41 PM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - This is for comparative purposes, as the worst-of component (previously sent/below) improves pricing a quite a bit at present. 13mo on SX5E by itself is a non-starter! #1 - 13mo Contingent Minimum Return SX5E 4% Cont Min Return 80% Barrier Daily obs. 6% cap max loss: 100% #2 - 2yr Contingent Minimum Return SX5E 10% Cont Min Return 80% Barrier Daily obs. 17% cap max loss: 100% Indicative levels only, subject to market movement, source: DB AWM Structured Solutions, 2/5/14. Rom' Tazia Sneth/dbeibcom To* JAWCPAtDemai torn, Paul Morris, Vahe Stepanian/db/dbcom@DBAmericas, Vint Sahni/db/dbcomC0SEMEA, Nay GuptaidlodbcomCDSEMEA Date 02/O51201411:49 AM Subject: Barrier Notes (C) Classification: Confidential Jeffrey - US ADP report came in light this morning at +175k v 185k cons, as you saw, payrolls catalyst on CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109488 CONFIDENTIAL SDNY_GM_00255672 EFTA01452461