Epstein Secrets

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

al Fixed (ACT/365) versus Daily Compounded floating (ACT/365), 1+1, >1Y Semi- annual Fixed (Act/365) versus Daily compounded floating (Act/365), T+1, Reuters Page <RBIB>, Bloomberg INRRATE Index USD 20mn Up to 10Y 5-15bps USD 100mn Reuters page <EXOT> USD 6M LIBOR (US0006M Index) Semi-annual Fixed (Act/

r eliminated with double-taxation treaties. Liquidity: 3Y-10Y Avg. ticket size: USD 1-3mn Bid/ask spread: 5bp Avg. daily volume: USD 10-50mn Deutsche Bank Securities Inc. Page 57 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076860 CONFIDENTIAL SDNY_GM_00223044 EFTA01379403

2 Avg. daily volume: USD 50.150k DV01 across the curve Bid/ask spread: 2-3bps Fixing: 3M PRIBOR for 1Y IRS; 6M PRIBOR for IRS 2Y+ Ref source: Reuters Page <PRIBOR=> Government Tatills and bonds Regulatory: Bonds are bearer securities and are held in the Prague Securities Centre; investors need to ar

<1Y Bid/ask spread: 0.6 vol IRS market Avg ticket size: USD 5-10k DV01 Bid/ask spread: 10bps 5Y Fixing: 3M SAIBOR Ref source: <SAIBOR=> Deutsche Bank Securities Inc. Page 81 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076884 CONFIDENTIAL SDNY_GM_00223068 EFTA01379419

. Onshore SAR products FX spot market Avg. ticket size: USD 25 - 100mn Bid/ask spread: SAR 0.0004 Avg. daily volume: USD 1.3bn Ref. source: Reuters Page <SAMA01> Trading hours: 7:30-17:00 London FY for wetde:swops Avg. ticket size: USD 25mn (FX forwards); USD 25mn (FX swaps) Liquid tenors: <5Y

urities Depository. There are no restrictions on non-resident ownership of South African government bonds or T-bills. 2Y - 30Y USD 5k DV01 2 bps Deutsche Bank Securities Inc. Page 83 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076886 CONFIDENTIAL SDNY_GM_00223070 EFTA01379421

ettled in CLS. Onshore ZAR products FX spot Avg. ticket size: USD 10mn Bid/ask spread: ZAR 100 pips Avg. daily volume: USD 4bn Ref. source: Reuters Page <ZAR=> F.< forwalCilSW8p Avg. ticket size: USD 50mn (FX forwards); USD 100mn (FX swaps up to 1Y) Liquid tenors: <1Y Bid/ask spread: ZAR 0.0:3

ket size: Bid/ask spread: Ref. source: 1Y, 2Y, 5Y, 10Y USD 10mn 2-5bp (T-bills); 5-8bp (T-bonds) Reuters Page <DBTRBNK>, Bloomberg page <DBTR> Deutsche Bank Securities Inc. Page 85 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076888 CONFIDENTIAL SDNY_GM_00223072 EFTA01379423

kish government debt. Liquid tenors: Avg. ticket size: Bid/ask spread: Ref. source: 1Y, 2Y, 5Y, 10Y USD 10mn 2-5bp (T-bills); 5-8bp (T-bonds) Reuters Page <DBTRBNK>, Bloomberg page <DBTR> Deutsche Bank Securities Inc. Page 85 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076888 CONFIDEN