EFTA01457144.pdf

,,1.., 019'3 DBCMWSV2 -- At 4/6 242.0493 242 0493 242. 0493 Prey 242 . 8579 Vol 0 I 98 Export to Excel P811Mr Historical Pnce TAN dlaConymodftyNTISbortVolahlity 11 1-'cc›. High 298.3815 on 07/08/14 Range 04/08/1014 04/06/2015 Daily Low 226.1317 on 02/05/15 1134et Bid Line ri Average 274.2436 274.2436 V'em '1H -40.3578 -14.29% Mid Line. Date Last Price. Mid Line. Date. Last Price Mid Line F 04/10/15 249.4478 249.4478 1: O 2/ 27/ IS 236.4424 236.4424 T 04/09/15 T, 3/19/15 247.1353 247.1353 T 02/26/15 237.3560 237.3560 W 04/08/15 le/ 03/18/15 246.3388 246.3388 01715/15 238.9963 238.9963 T 04/07/15 T 03/17/15 244.5317 244.5317 T 02/24/15 238.6746 238.6746 II 04/06/15 242.0493 242.0493 03/16/15 244.5564! 244.5564 01723,7 1E-, 236.8645 236.8645 F 04/x:/15 ,,V13/15 244.0326 244.0326 n2i20/15 239.5116 239.5116 ,T 04/02/15 242.8579 242.8579 T 03/12/15 248.1542 248.1542 T 02/19/15 237.9376 237.9376 W 04/01/15 242.6625 242.6625 W 03/11/15 247.2000 247.2000 , 1 02/18/15 239.0979 239.0979 T 03/31/15 243.5748 243.5748'T 03/10/15 244.3136 244.3136 T 02/17/15 o3/3;ins 243.6486 243.6486 II 03/09/15 248.1189 248.1189 0.1/16,15 F 03/27/15 243.9423 243.9423 0 :1/06/15 246.5216 246.5216 F 02/1 232.6301 232.6301 ,T 03/26/15 246.3612 246.3612 T VO5/15 247.1434 247.1434 T 02/12/15 230.6760 230.6760 W 03/2S/15 251.4470 251.4470 W 03/04/15 244.1153 244.11534 02/11/15 232.1317 232.1317 'T 03/24/15 253.5129 253.51291 03/03/15 241.4693 241.4693 T 02/10/15 232.9251 232.9251 Pt 03/23/15 251.7034 251.7034 II 03/02/1S 239.6651 239.6651],l i '.109115 235.6331 235.6331 Australia 61 2 9777 8600 Brazil 5511 2395 9000 Europe 44 20 7330 7500 Germany 49 69 9204 1210 Hong Kong 852 2977 6000 Japan 81 3 3201 8900 Singapore 65 6212 1000 V.S. 1 212 318 2000 Copyright 2015 Bloomberg Finance L.P. Stt 834224 EDT GMT-41;00 P703-5975-3 07-Apr-2015 09;43;11 'Used with Permission of Bloomberg Finance LP From: Richard Kahn Sent: Tuesday, April 07, 2015 9:15 AM To: Vahe Stepanian Cc: Jeanne Brennan; Daniel Sabba; Mane Dwyer; Darren Indyke Subject: Re: Trade Recap - 4/2/2015 - DB Commodity WTI Short Volatility II Index [C] can you please send backup for your calculation thank you Richard Kahn HBRK Associates Inc. 575 Lexington Avenue 4th Floor New York, NY 10022 On Apr 7, 2015, at 8:58 AM, Vahe Stepanian wrote: CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0116558 CONFIDENTIAL SONY GM_00262742 EFTA01457144