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pecific-content.aspx). Deutsche Bank is not a qualified tax advisor. Tax information may vary. Kindly seek formal tax guidance for details. Page 22 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076825 CONFIDENTIAL SDNY_GM_00223009 EFTA01379388
d average price during any 5 minute period between 1130am-12:30pm Mumbai time, 2 business days before value date Fixing page: Reuters page <RBIB> Non-Deliverable Option (NDO) Regulatory: ISDA documentation applies. Avg. ticket size: Bid/ask spread: Avg. daily vol: Fixing page: USD 20-50mn 0.25 vols Up to USD
PHFRRATE> Non-Deliverable Option (NDO) Regulatory: ISDA documentation applies. Avg. ticket size: Bid/ask spread: Avg. daily vol: Fixing page: Deutsche Bank Securities Inc. USD 20mn 0.4 vols USD 50-150mn Bloomberg <PHFRRATE Index> Page 35 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-00768
/ask spread: Avg. daily vol: Fixing page: USD 5mn 0.02 for 1M, 0.03-0.05 for 3M-12M USD 0.5-1.0bn Reuters page <PDSPESO>, Bloomberg <PHFRRATE> Non-Deliverable Option (NDO) Regulatory: ISDA documentation applies. Avg. ticket size: Bid/ask spread: Avg. daily vol: Fixing page: Deutsche Bank Securities Inc. US
t size: USD20mn Bid/ask spread: 1 vol Avg. daily vol: USD75mn Fixing page: Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB= Page 100 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076903 CONFIDENTIAL SDNY_GM_00223087 EFTA01379431
cket size: USD10mn Bid/ask spread: CLP0.5 Avg. daily vol: USD 500-600mn Fixing page: Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB= Non-Deliverable Option (NfX)) Regulatory: ISDA documentation. Standard docs available at EMTA (www.emta.org) Liquidity: Poor Avg. ticket size: USD20mn Bid/ask spread
www.emta.org/aservicest, Reuters:ARSPPN=, BloombergARS MAEM Curncy Non-Deliverable Option (NDO) Liquidity: Very Poor Avg. daily vol: < USD1Omn Deutsche Bank Securities Inc. Page 93 CONFIDENTIAL - PURSUANT TO FED. R. CRI M. P. 6(e) DB-SDNY-0076896 CONFIDENTIAL SDNY_GM_00223080 EFTA01379427
SD 5mn 4 figures (in 1m tenor); low liquidity beyond the 3 month tenor USD50mn www.emta.org/aservicest, Reuters:ARSPPN=, BloombergARS MAEM Curncy Non-Deliverable Option (NDO) Liquidity: Very Poor Avg. daily vol: < USD1Omn Deutsche Bank Securities Inc. Page 93 CONFIDENTIAL - PURSUANT TO FED. R. CRI M. P. 6(e)
ket size: USD10mn Bid/ask spread: 10bp Avg. daily vol: USD20mn Non-Deliverable Option (NDO) Liquidity: Very Poor Avg. daily vol: < USDlOmn Deutsche Bank Securities Inc. Page 109 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076912 CONFIDENTIAL SDNY_GM_00223096 EFTA01379436
ty; with final exchange; settled offshore in USD Liquidity: Moderate Avg. ticket size: USD10mn Bid/ask spread: 10bp Avg. daily vol: USD20mn Non-Deliverable Option (NDO) Liquidity: Very Poor Avg. daily vol: < USDlOmn Deutsche Bank Securities Inc. Page 109 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
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