Delivery Strike Notional Model ei Results rice Premium Prem date Delta Hedge USD zips More Market Data Vol Vol Spread Points Forward USD Depo IICR. Depo Greeks a v ec, a 1 ",-. 3.25;1.14 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 123866 SDNY_GM_0027005

Notional %Wel. el Results Price Premium Prern date Delta Heccie Strategy 1 77 Nora Market Data VOi ■ Vol Spread Points ■ Fort.,arc USD Depo INR Deco Gnat Surma Vega 94 00119 Split View Used with permission of Bloomberg Finance LP Forwarded by Tazia Smith/db/dbcom on 05/20/2014