Epstein Secrets

ds); USD 25mn (FX swaps) Liquid tenors: <3y Bid/ask spread: KVVD 0.00040-0.00070 (1Y) Avg. daily volume: USD 100-300m Ref. source: <DBMEFWD> Deutsche Bank Securities Inc. Page 69 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0076872 CONFIDENTIAL SDNY_GM_00223056 EFTA01379410

vg. daily volume: USD 100-300m Ref. source: Central Bank of Kuwait <CBKK> Trading hours: 07:30-15:00 London EX forward/swap Avg. ticket size: USD 25mn (FX forwards); USD 25mn (FX swaps) Liquid tenors: <3y Bid/ask spread: KVVD 0.00040-0.00070 (1Y) Avg. daily volume: USD 100-300m Ref. source:

<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

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 Bid/ask spread: 0.0020 - 0.0040 (1y) Avg. daily volume: USD 1.5-3.0bn Ref. source: Reut

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

size: USD 10mn Bid/ask spread: TRY 0.002 Avg. daily volume: USD 4 • 5bn Ref. source: Reuters Page <CBTA> FX forward/swap Avg. ticket size: USD 25mn (FX forwards); USD 100mn (FX swaps up to 1M), USD 10mn (swaps up to 2Y) Liquid tenors: <2Y Bid/ask spread: 2-7bps Avg. daily volume: USD 3.0bn