EFTA01437538.pdf

Subject: Re: Risk Premia: Multi-Asset Class 5% Target Volatility Portfolio From: Paul Barrett ‹ > Date: Wed, 06 Dec 2017 23:29:59 -0500 To: Xavier Avila <xavier.avila@db.com> Cc: Stewart Oldfield Joshua Shoshan Martin Zeman Hi Xavi Will take a pass. Thanks Paul Barrett Alpha Group Capital LLC 142 W 57th Street, 11th Floor, New York, NY 10019 On Dec 6, 2017, at 7:52 PM, Xavier Avila <xavier.avila@db.com> wrote: Paul, changing subjects, take a look at our Risk Premia 5% Target Vol Portfolio and the below note below we are issuing for some clients and let's discuss if you think you might have any interest. Thanks. Xavi DB Delta One Full Capital at Risk Note Linked to a Leveraged Risk Premia Basket Portfolio Format DB Senior Unsecured Note Trade Date [ ] Dec 2017 Issue Date [ ] Jan 2018 Maturity 2yrs Notional Minimum USD [ 1 ]mio Payout Maturity Notional * 10 * [ 1 + Performance ] Performance Max [ -10.00%, Basket Performance — Basket Protection Fee ] Basket Performance Final Basket / Initial Basket - 1 EFTA01437538 Basket Protection Fee TBD on Trade Date (Around 1% to 1.50%) Basket Definition Risk Premia Multi-Asset Class 5% Target Volatility Portfolio [cid:image002.jpg@OlD36EC8.FFD3EDF0][cid:image004.jpg@OlD36EC8.FFD3EDF0]- [cid:image008.jpg@OlD36EC8.FFD3EDFO] [cid:image005.png@OlD1C7E9.2E4C3A30] Xavier Avila Managing Director I Key Clients Partners Wealth Management Americas Deutsche Bank Securities Inc 345 Park Avenue, New York, NY, 10154-0004 Office Mobile Email Key Client Partners (KCP) Americas does not provide investment advice and the products, investment ideas and solutions and related matters discussed herein are provided for discussion purposes only, and strictly on a non - advisory basis. KCP products and services are intended and available only for persons who are sophisticated institutional investors within the meaning of the FINRA Rule 4512(C)(3), and who are capable of evaluating the strategies, characteristics and investment risks of, and exercising independent judgment in evaluating, the ideas and products discussed herein. Trades and transactions are subject to relevant internal approvals of DBSI or its affiliates prior to execution, and the execution of any transaction or idea discussed herein is conditional on your becoming a client of Deutsche Bank. The information set forth herein is confidential and personal to you and is being presented for your information and for discussion purposes only. Any reproduction and/or redistribution thereof (in whole or in part) or disclosure of its content without our written consent is strictly forbidden. This communication does not create any legally binding obligation on the part of DBSI or any of its affiliates. This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Please refer to https://db.com/disclosures for additional EU corporate and EFTA01437539 regulatory disclosures. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. <image009.png> <image002.jpg> <image004.jpg> <image008.jpg> <MATV5 Risk Premia Transaction Profile 6 30 17_MRG Approved.pdf> <Risk Premia-Alternative Beta Intro - 2017Q1 KCP.PDF> EFTA01437540