Average Price of Heating Oil Spot Futures in Calculation Period: Arithmetic average of settlement price of HO1 <comdty>
on all commodity business days during Calculation Period.
Notional: in gallons (e.g. 12,000,000 gallons)
Brent (CO1) Historical Prices
(September 2010 — September 2015)
Options on Brent:
Cal16 swap ref: 55.41
Cal16 APO (Average Price Option) Calls:
Strike / Premium
55: $7.83/bbl
60: $5.72/bbl
65: $4.13/bbl
Single Asianed call, with Asianing period 1-Jan-16 to 31-Dec-16:
Strike / Premium
55: $7.15/bbl
60: $5.03/bbl
65: $3.47/bbl
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobile
Email
All trade execution information contained herein is being provided as an accommodation at your request in advance of
your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of
the trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account
statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the
informal execution report and the official trade confirmation(s) or account statements.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0053845
CONFIDENTIAL SDNY_GM_00200029
EFTA01363684