SAMPLE OF DEUTSCHE BANK Derivative (IRS) MARK-TO-MARKET/MARK-TO-MODEL CUSTOMER DISCLOSURE
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&>+>/7/8> *** '9 Deutsche Bank AG 9< &+6/= 8;?3<3/= 98>+-> %9=+!+<3+ /<8+8./D '/6 7+36 <9=+7+<3+0/<8+8./D.,-97 9< ;?/=>398= </6+>381 >9 >23= =>+>/7/8> -98>+-> )+6?+>398= ( '/6 7+36 @+6?+>398=/?.,-97 FUNDICION NODULAR SA -+,9 "9.?6+< 7+36 0-+,989.?6+<-979: B#:/<+>398=,7+.<3. 7+36 -9:0B9:/<+>398=.,7+.<3..,-97>= &:+38 7+36 ->==:+38.,-97 "9>/66 )+6?/= +</ =29A8 0<97 >2/ <9?:= :938> 90 @3/A 8/1+>3@/ )+6?/ >2/</09</ /B:</==/= +8 +79?8> A23-2 3= 38 C9?< 0+@9?< A236/ + :9=3>3@/ +79?8> 3= 98/ A23-2 3= 38 <9?: 0+@9?< '2/ >/<7= +8. -98.3>398= 90 /+-2 ><+8=+->398 +</ =:/-303/. 38 >2/ </6/@+8> ><+./ 9803<7+>398 )#%#" $%#('#& %)#& =>37+.9= &</= .4?8>9 6/= </73>379= 6+ @+69<+-3J8 ./ /669= :<9.?->9= ./<3@+.9= ;?/ >3/8/8 -98><+>+.9= -98 8?/=><+ /8>3.+. '9.9= 69= @+69</= /=>F8 /B:</=+.9= ./=./ /6 :?8>9 ./ @3=>+ ./6 <?:9 $9< 69 >+8>9 ?8 @+69< 8/1+>3@9 /B:</=+ ?8+ -+8>3.+. + 0+@9< ./6 -63/8>/ 73/8><+= ;?/ ?8 @+69< :9=3>3@9 /B:</=+ ?8+ -+8>3.+. + 0+@9< ./6 <?:9 9= >G<7389= C -98.3-398/= ./ -+.+ ><+8=+--3J8 /=>F8 ./,3.+7/8>/ /=:/-30H-+.9= /8 6+ -9<</=:98.3/8>/ -9803<7+-3J8 ./ 6+ 73=7+8 +>/8-3J8 + =?= 8/-/=3.+./= -98 /6 :<9:J=3>9 ./ ;?/ 6/ </=?6>/ ./ ?>363.+. 6/ 0+-363>+ 6+= @+69<+-398/= 7/8-398+.+= +8>/<39<7/8>/ ./=>38+.+= K83-+ C /B-6?=3@+7/8>/ =? ?=9 38>/<89 7/89= ;?/ =/ /B:</=/ 69 -98><+<39 6+ @+69<+-3J8 </:</=/8>+ /6 @+69< /-98J73-9 :+<+ ./ 6+ ><+8=+--3J8 9 38=><?7/8>9 /8 6+ 0/-2+ /=:/-H03-+.+ /8 6+ 73=7+ + @+69<+-3J8 /-98J73-+ </+63D+.+ :9< >3/8/ ?=?+67/8>/ =? 9<31/8 /8 >9.9 9 /8 :+<>/ /8 69= 79./69= ./ :</-39 0?/8>/= /B>/<89= :</-39= ./ 7/<-+.9 C9 :</-39= 38-6?3.9= /8 69= </13=><9= 9 63,<9= 38>/<89= ./ :9.<F +4?=>+< 6+= @+69<+-398/= :+<+ >97+< /8 -98=3./<+-3J8 6+ 63;?3./D ./6 7/<-+.9 /6 <3/=19 9:/<+-398+6 C ./ -<G.3>9 ? 9><9= <3/=19= C9 :+<+ </06/4+< 69= +4?=>/= ,+=+.9= /8 8?/=><+ @96?8>+. ./ ./=2+-/< 6+ :9=3-3J8 9 /8 69= ,/8/03-39= ;?/ 2+8 =3.9 1/8/<+.9= :/<9 >9.+@H+ 89 </-989-3.9= :9< N4?=>/= /8 6+ $<37+O 98 -+<F->/< 1/8/<+6 69= -3>+.9= 4?=>/= /8 6+ $<37+ .3=738?3<F8 + 69 6+<19 ./6 >3/7:9 +6 31?+6 ;?/ 69 2+<F /6 38>/<G= ./ ./ ./=2+-/< 6+ :9=3-3J8 +6 :</-39 ./ 6+ :<37+ 69 ;?/ 66/@+<F /8 +?=/8-3+ ./ -+7,39= /8 6+= -98.3-398/= ./ 7/<-+.9 + ?8+ 7/89< @+69<+-3J8 += @+69<+-398/= 38-6?C/8.9 +;?/66+= ;?/ -98>/81+8 4?=>/= /8 6+ $<37+ :?/./8 89 =/< 31?+6/= + 69= >G<7389= C -98.3-398/= /8 69= -?F6/= =/ :9.<H+8 -/<<+< -98 8?/@+= ><+8=+--398/= 9 38=><?7/8>9= /8 6+ 0/-2+ + 6+ ;?/ @+8 </0/<3.+= 83 + 69= >G<7389= C -98.3-398/= /8 69= -?F6/= G=>9= :9.<H+8 =/< 63;?3.+.9= 9 -+8-/6+.9= =/ </=/<@+ /6 ./</-29 + -+7,3+< =? 7/>9.9691H+ ./ -F6-?69 ./ 6+= @+69<+-398/= C9 ./ 69= +4?=>/= C =?:?/=>9= +<<3,+ 7/8-398+.9= /8 -?+6;?3/< 797/8>9 ./ 7+8/<+ ;?/ 6+= @+69<+-398/= 0?>?<+= :9.<H+8 =/< 7/89= 0+@9<+,6/= ;?/ 6+= :</=/8>/= 38-6?=9 /8 +?=/8-3+ ./ ?8+ /@96?-3J8 +.@/<=+ ./6 7/<-+.9+= @+69<+-398/= ,+=+.+= /8 .30/</8>/= =?:?/=>9= 9 -+6-?6+.+= ?=+8.9 9><+= 7/>9.9691H+= :9.<H+8 66/@+< + </=?6>+.9= .3=>38>9= +=373=79 69= +4?=>/= </+63D+.9= :?/./8 89 </=?6>+< +:63-+,6/= .?<+8>/ >9.+ 6+ @3.+ ./ 6+ 9:/<+-3J8 9 38=><?7/8>9 += @+69<+-398/= ;?/ 6/ </73>+79= /8 ?8 0?>?<9 .30/<3<F8 -98 >9.+ :<9,+,363.+. ./ 6+ @+69<+-3J8 ;?/ +;?H 6/ /8@3+79= + .30/</8-3+ /8 6+ @+69<+-3J8 :?/./ =/< 7/89= 0+@9<+,6/ + =?= 38>/</=/= 8 +>/8-3J8 + 6+ @96+>363.+. /8 6+= -98.3-398/= ./6 7/<-+.9 +6 >+7+I9 9 /6 37:9<>/ 89-398+6 ./6 38-</7/8>9 9 .3=7?-3J8 C + 9><9= 0+->9</= 6+ .30/</8-3+ :?/./ =/< =?=>+8-3+6 89 =/ </=:98=+,363D+<F ./ 69= /<<9</= ? 973=398/= :<9.?-3.9= /8 /6 -F6-?69 9 /8 6+ .30?=3J8 ./ 6+= @+69<+-398/= 83 ./ -?+6;?3/< 38/B+->3>?. 9 ./0/->9 /8 6+ 7/>9.9691H+ +4?=>/= 9 +=?8-398/= 89 +=?7/ 8381K8 >3:9 ./ </=:98=+,363.+. =+6@9 /8 -+=9 ./ .969 9 8/1631/8-3+ 1<+@/ :9< :G<.3.+= 9 .+I9= 38-3./8>+6/= -98=/;?/8-3+6/= 9 ./ 9><9 >3:9 ;?/ :?.3/<+8 ./<3@+<=/ ./6 ?=9 ./ 6+= @+69<+-398/= :9< =? :+<>/ 9 :9< :+<>/ ./ -?+6;?3/< >/<-/<9 :9< -?+6;?3/< <+DJ8 38-6?C/8.9 + >H>?69 /8?8-3+>3@9 C 89 6373>+>3@9 /6 ?=9 ./ 6+= @+69<+-398/= :+<+ 6+ :</:+<+-3J8 ./ =?= /=>+.9= 038+8-3/<9= = 90 /- /?>=-2/ +85 <9?: )+6?+>398 &>+>/7/8> %/;?/=> ("#" "#(% & 02 Jan 2013 $+1/ #0
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Transcript of SAMPLE OF DEUTSCHE BANK Derivative (IRS) MARK-TO-MARKET/MARK-TO-MODEL CUSTOMER DISCLOSURE
- 1. 02 Jan 2013Deutsche Bank AGFUNDICION NODULAR SA
2. 02 Jan 2013Interest Rate - Cap/Floor4788257MD FUNDICION NODULAR CAP 06-Jun-2012 08-Jun-2012 08-Jun-2015 240,000.00 EUR DB_Pays_2.25_EUBOR 06-Jun-2013 (39.89)SA 12M(39.89) 0.00(39.89)
