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n Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. EFTA00670830 Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodi
o follow. EFTA00670830 Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
n Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. EFTA00860050 Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodi
o follow. EFTA00860050 Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
t Reset Date ] • Discount Factor — Bid/Offer Cost If this number is negative, then SOFL will pay the absolute value of this number. EFTA00860054 Notional: $10,000,000 Strike: 255.8709 Last Reset Date: 31 Mar 2015 Index closing level on Last Reset Date: 243.5748 Discount Factor: Discount factor betw
itial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: Seller: Underlying: Bloomberg Ticker: Trade Date: Effective Date: Expiry Date: Resets at end of SOFL DBAG London DB Commodity WTI Short Volatility II Index DBCMWSV2 Index 13 Jan
n Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Vol
t and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Vol
et and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
n Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: EFTA00670640 OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodi
o follow. Trade recap: EFTA00670640 OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
ll be significantly less than $1,000. In such instance, for each 1% difference between zero and the Commodity Performance, you will lose 1% of the Notional Amount of your Notes. IF A DOWNSIDE TRIGGER EVENT HAS OCCURRED ON THE FINAL VALUATION DATE, YOU WILL LOSE MORE THAN 21.25% AND COULD LOSE UP TO 10
TIAL COMMODITY VALUE FINAL COMMODITY VALUE COMMODITY PERFORMANCE SETTLEMENT TYPE Generic First Crude Oil, West Texas Intermediate ("WTI Crude") (Bloomberg Ticker: CL1 <Comdty>) 78.75% of the Initial Commodity Value 10% 100% Approximately 53 weeks 105.49 Arithmetic average of the 5 Closing Values of the
Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Vol
et and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clari
n Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DRAG London Underlying: DB Commodity WTI Short Vo
t and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DRAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
n Financial went long DB Commodity WTI Short Volatility II Index. Initial strike to be set at close today. The Initial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DRAG London Underlying: DB Commodity WTI Short Vo
et and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DRAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
Entities connected to both Notional and Bloomberg Ticker

Jeffrey Epstein
PERSON
Daniel Sabba
PERSON
Paul Morris
PERSONVahe Stepanian
PERSON
Richard Kahn
PERSON
Bloomberg L.P.
ORGANIZATIONDeutsche Bank Securities Inc.
ORGANIZATION
Ariane de Rothschild
PERSON
Deutsche Bank
ORGANIZATION
Ariane Dwyer
PERSONNotional / Strike
ORGANIZATIONMobil
ORGANIZATION
Marc Rich
PERSONDarren Indyke
PERSON
Mobile
LOCATION