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Brent Jun14 reference: 5104.2 Brent spot: $106.5 (1) Risk Reversal: Buy 6m 5109.41 call (105% of Jun14 Sell 6m $85 put: Net Debit: Indicative cost on 55mm Notional: Max Loss: For
ferential between Jun14 and spot) (3) Absolute Return Note on Brent Structure Absolute Return Note on underlier: Barrier Observation: Maturity: Upside Max: Barrier Level: Max Loss: Brent crude Brent European 2yrs uncapped 82.5% 100% which has positive carry In fully-funded form, the absolute
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nly, subject to market movement. Source: DB Commodities Structuring, and DB AWM Structured Solutions, as of 11/4/13. Brent Jun14 reference: $104.2 Brent spot: $106.5 (1) Risk Reversal: Buy 6m $109.41 call (105% of Jun14 ref): $3.51/bbl Sell 6m $85 put: $0.95/bbl Net Debit: $2.56/bbl (-2.5%) Ind
(3) Absolute Return Note on Brent Structure Absolute Return Note on Brent Crude Underlier: Brent Barrier Observation: European Maturity: 2yrs Upside Max: Uncapped Barrier Level: 82.5% Max Loss: 100% In fully-funded form, the absolute return structure prices well on crude. You can unwind this ear
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kwardation has subsided but vols are still very low compared to their average over the last 10 years. Investors looking to express a bullish view on Brent crude oil can take advantage of premiums which are close to 10-year lows. IPE Bront Imo Implied Vol - Mid Implied Vol CONFIDENTIAL — PURSUANT TO F
(3) Absolute Return Note on Brent Structure Absolute Return Note on Brent Crude Underlier: Brent Barrier Observation: European Maturity: 2yrs Upside Max: Uncapped Barrier Level: 82.5% Max Loss: 100% In fully-funded form, the absolute return structure prices well on crude. You can unwind this ear
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2 mentions1 same-page
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wardation has subsided but vols are still very low compared to their average over the last 10 years. Investors looking to express a bullish view on Brent crude oil can take advantage of premiums which are close to 10-year lows. IPE Brent lmo Implied vol - Mid Implied vol (Embedded image moved to fil
Upside Max: Uncapped Barrier Level: 82.5% Max Loss: 100% In fully-funded form, the absolute return structure prices well on crude. You can unwind this ea
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Mutual Connections (2)
Entities connected to both Brent and Upside Max
