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

/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

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

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)

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)