1.00%
Termini Payout (% of sotbeal)
0.80%
0.60% .4.-
0.40%
0.20% l-
0.00% I
t (5.e0.4eP4gecye e e 00 0, 00 40sy.430 fil.v
Terminal Reference Swap Rate (CMS)
Chart 2 (EUR 30v swap rates and breakeven for the 1v CMS cap struck at 1.00%,)
25000
■ 30sir RIR Soaps
2.0000
1.5000
ScP Dec Mil
2Q14 I 2015
Please note these transaction terms are indicative.
Regards,
Daniel
Daniel Sabba
Key Client Partners
Deutsche Bank Securities Inc.
Tel. +1 212 454 0857
Mobil
Email
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