ld 440 Default Rate 3.5 Price Return -&9 -1.0 Price 99.9 Total Return 0.1 3.1 Credit Loss 87 Excess Return -09 1.9 Total Return IS Sara Da, Ant Page 40 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051341 CONFIDENTIAL SDNY_GM_00197525 EFT