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http://autobahn.db.com

Deutsche BankForeign Exchange

FX Structured Deposits

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About Autobahn

Since 1996, Autobahn has been connecting clients to Deutsche Bank’s innovative Capital Markets products and services. Having started life as an execution tool, the new Autobahn now offers an integrated experience, and provides electronic access to Deutsche Bank’s wealth of sales, trading and research know-how as well as seamless access to all of our transaction banking services. Autobahn is a simple, intuitive and consistent way for users to:

— Gain unparalleled access to markets and liquidity— Electronically trade across multiple asset classes:

Foreign Exchange, Fixed Income, Equities, Commodities, Credit, Rates and Emerging Markets

— Intuitively access Deutsche Bank’s powerful analytics and published content

— 24/7 access to all of your transaction banking services, independent of physical location

— New in 2011: The App Market available via multiple access points

http://autobahn.db.com

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Clients can now trade FX structured deposits such as Dual Currency Investments (DCI) and Range Bonus Deposits (RBD) on Autobahn™. The structured deposits platform has been specially designed to be used by financial institutions wishing to offer FX-linked investment products to their own customers.

Deutsche Bank provides ready-to-use indicative term sheets for clients to deliver to their own customers as well as a range of other pricing and marketing tools. The platform can also be used very easily by corporations and institutional investors.

FX Structured Deposits

Potential Users of FX Structured Deposits— Institutional investors, retail investors and corporations looking

for yield enhanced investment products.

— Institutions (corporate and financial) which are happy to receive cash in a second currency other than their home or base currency because they have operations or suppliers in the relevant country.

— Investors looking to express a view on a particular currency pair via a money market product.

— Individuals who operate in multiple currencies.

Why Deutsche Bank?— Wide Range of Currency Pairs - Clients can trade dual currency

products on 50 different currency pairs including EUR/USD, AUD/USD, NZD/USD, USD/MXN and XAU/USD.

— Competitive Pricing - The size and risk appetite of our global FX trading engine means we can offer exceptionally competitive pricing on all our structured deposits.

— Flexible - clients can obtain prices on structured deposits simply by entering a currency pair and the yield they wish to achieve, or by keying in FX rates they are comfortable with.

— Reliability - Foreign Exchange on Autobahn™ is renowned for being one of the most reliable on-line trading systems in the industry.

Awards

Euromoney, FX Poll 2011

— No 1 Overall with 15.64% market share

— No 1 in Western Europe, North America, Asia, Australasia & Japan

— No 1 E-Trading (Proprietary Platforms) by market share

— No 1 Options

Profit and Loss, Digital FX Awards 2011Foreign Exchange on Autobahn awarded — Best Prime Services — Best Emerging Markets

Platform — Best Leveraged Sector Platform

FX Week, e-FX Awards 2010 Foreign Exchange on Autobahn awarded— e-FX Initiative of the Year

(Bank) — Best Liquidity Outsourcing

Service

Profit and Loss, Digital FX Markets AwardsForeign Exchange on Autobahn awarded — Best Platform for Hedge Funds

2009 & 2010

Global Finance World’s Best FX Banks Awards — World’s Best FX Bank,

2005 - 2010 — Best FX Research - Strategy /

Hedging — Best FX Bank Western Europe

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A dual currency investment (DCI) is a short-term, fixed-rate money market deposit that offers higher returns than are available on plain vanilla deposits in exchange for investors accepting the risk that the principal might be repaid in a different currency. Deposit amounts can be as low as USD75,000 or equivalent. DCI is an ideal gateway for investors to diversify their portfolios into foreign exchange.

How does a DCI work?The client deposits money in one currency (base currency) for a set period with the concluding outcome being the original deposit and yield being repaid in the base currency or the alternative currency depending on where spot is settled at expiry.

Example

The client looks at various currency options and decides to deposit EUR 1 million for 1 month for an increased yield of 10% with a conversion rate of 1.6129.

UR/USD with Spot Rate at 1.5821 for 1 month productYield 5.0000% 7.5000% 10.0000% 12.5000% 15.0000% 17.5000%Strike 1.6580 1.6293 1.6129 1.6012 1.5918 1.5839GOLD/USD with Spot Rate at 1005.00 for 1 month productYield 5.0000% 15.0000% 25.0000% 35.0000% 45.0000% 55.0000%Strike 894.40 951.61 980.29 1000.85 1017.61 1032.14

Scenario 1 – At expiration (2 business days before deposit maturity), if the spot rate is below the conversion level of 1.6129, the client is repaid 100% of their original deposit plus a 10% p.a. yield.

Scenario 2 – At expiration (2 business days before deposit maturity), if the spot rate is above or equal to the conversion level of 1.6129, the client is repaid 100% of their original deposit plus a 10% p.a. yield con verted at 1.6129 into USD.

The client can decide to either keep the USD amount on deposit or enter into a new structured deposit product to enhance their yield on a USD deposit or get converted back into their original base currency which is EUR.

Yield-Based Pricing – clients input the yield they wish to achieve, and Autobahn™ calculates the conversion rate they will need to achieve that return

Conversion-Based Pricing – clients key in a conversion rate they are comfortable with, and Autobahn™ calculates the yield they will achieve

Mark Up – clients can set the mark-up they wish to include, and Autobahn™ will automatically adjust the return and conversion calculations accordingly

Choice of Maturity – we offer Dual Currency Deposits in tenors ranging from one week to one year

Flexible Notionals – DB can execute DCIs as small as USD 75,000 or as large as USD 75 million+ depending on the terms of the contract

Indicative Termsheet

What is a Dual Currency Investment?

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What is Range Bonus Deposit?

A Range Bonus Deposit is a widely used yield enhancement product which offers capital protection. This product offers the potential for an enhanced yield if a certain predefined range is not breached during the life of the deposit.

How does a RBD Work? Client deposits money in one currency (base currency) for a set period with the concluding outcome being based on 2 different scenarios

Scenario 1 – If the exchange rate remains within the range of the lower and upper barriers during the term of the Range Bonus Deposit, the investor will receive the capital invested plus the maximum yield agreed at trade inception.

Scenario 2 – If the exchange rate moves outside or touches the lower or upper barrier prior to expiration, the investor will receive the capital invested plus the minimum yield.

Risk – Investor forgoes the possible yield or interest that could have been achieved via a standard money market investment in return to achieve a higher yield.

Choice of Maturity – we offer Dual Currency Deposits in tenors ranging from one week to one year

Current Market Data – display showing current spot rate and interbank yield

Range-Based Pricing – clients key in a currency range they are comfortable with, and Autobahn™ calculates the yield they will achieve

Flexible Notionals – DB can execute DCIs as small as USD 75,000 or as large as USD 75 million+ depending on the terms of the contract

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The “DCI Pricer” window allows users to trade the DCI product from Structured Deposits family. It is available from new Structured Deposits menu.

Using DCI Pricer WindowTo trade a DCI deal please follow the sample sequence below:

— Fill the product parameters. Contract details are shown on the right hand side of the window.

— Out of three parameters, ‘Enhanced yield in % per annum’, ‘Conversion rate’ or ‘Markup in’, please fill in any two and put a tick in front of the variable one.

— Press “Calculate” button to calculate the third parameter.

— Once the calculation is finished, Deutsche Bank provides 10-second time interval to execute the deal. A progress bar at the bottom of the window displays the time left.

— Press “Indicative termsheet” button to open indicative termsheet.

— Press “Execute” button to buy Structured Product or “Cancel” button to pass or change the parameters.

— After the trade is made, the “Trade Affirmation” window will appear. The final termsheet can be opened by pressing “Termsheet” button on the window.

— To view the termsheet later, please open “Today Trades” or “Trade History” window and double-click the Trade ID to open affirmation window with this trade. There you can open the final termsheet.

The “Range Bonus Deposit Pricer” window allows users to trade the Range Bonus Deposit product from Structured Deposits family. It is available from Structured Deposits menu.

Using Range Bonus Deposit Pricer WindowTo trade a Range Bonus Deposit deal please follow the sample sequence below:

— Fill the product parameters. All the fields except “Markup in” should be filled in. Trade date, spot rate and settlement date are filled automatically. Contract details are shown on the right hand side of the window.

— Press “Calculate” button to calculate the Markup.

— Once the calculation is finished, Deutsche Bank provides 10-second time interval to execute the deal. A progress bar at the bottom of the window displays the time left.

— Press “Indicative termsheet” button to open indicative termsheet.

— Press “Execute” button to buy Structured Product or “Cancel” button to pass or change the parameters.

— After the trade is made, the “Trade Affirmation” window will appear. The final termsheet can be opened by pressing “Termsheet” button on the window.

— To view the termsheet later, please open “Option Execution Today Summary” or “Option Execution Historical Summary” window and double-click the Trade ID to open affirmation window with this trade. There you can open the final termsheet.

FX Structured Deposits

Range Bonus Deposit Product

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The “DCI Grid” window allows users to request prices for a number of DCI Products in either of two ways:

— enhanced yields grid for a number of strikes and up to two tenors;

— strikes grid for a number of enhanced yields and up to two tenors.

It is available from Structured Deposits menu.

Using DCI Grid WindowTo view DCI Grid and to trade a DCI deal please follow the sample sequence below:

— Click on DCI Grid menu item in Structured Deposits menu

— DCI Grid Setup window is displayed. Fill in the parameters. You can choose one or two tenors.

— Choose variable for calculation (‘Yield (in % p. a.)’ or ‘Strike’), fill in corresponding fields.

— Press “OK” button to calculate Grid.

— You can press “Cancel” button to recalculate grid with previous input. Current input won’t be saved!

— DCI Grid window is displayed.

— Double click on grid cell to open DCI Pricer Window with corresponding parameters (currency pair, deposit currency, zonecut, tenor, strike/enhanced yield, Markup). DCI Pricer Window can be used to calculate the price using up-to-date market parameters and to execute a trade.

Basic DCI Grid operations include:

— Click “Refresh” button to refresh the grid.

— Click “Setup” button to return to the previous window (DCI Grid Setup window).

— Use “Print” button to print currently calculated grid.

— Click “Copy for Excel” button to place grid information to the buffer.

You can then paste this info on the MS Excel Sheet.

Dual Currency Investment (DCI) Indicative Grid

Customisable Set-up – Grid allows you to enter different parameters in order to calculate a range of different prices.

Grid Output Panel – output allows you to oversee a range of Strikes and Tenors and the different conversion rates you can achieve. Information can be easily marketed to clients by downloading in to Excel®.

Also, by clicking the individual rate cell a pricing panel will be launched with all the details populated

Grid Output Panel

http://autobahn.db.com

Marketing Material. This document is intended for discussion purposes only and does not create any legally binding obligations on the part of Deutsche Bank AG and/or its affiliates (“DB”). Without limitation, this document does not constitute an offer, an invitation to offer or a recommendation to enter into any transaction. When making an investment decision, you should rely solely on the final documentation relating to the transaction and not the summary contained herein. DB is not acting as your financial adviser or in any other fiduciary capacity with respect to this proposed transaction. The transaction(s) or products(s) mentioned herein may not be appropriate for all investors and before entering into any transaction you should take steps to ensure that you fully understand the transaction and have made an independent assessment of the appropriateness of the transaction in the light of your own objectives and circumstances, including the possible risks and benefits of entering into such transaction. For general information regarding the nature and risks of the proposed transaction and types of financial instruments please go to www.globalmarkets.db.com/risk disclosures. You should also consider seeking advice from your own advisers in making this assessment. If you decide to enter into a transaction with DB, you do so in reliance on your own judgment. The information contained in this document is based on material we believe to be reliable; however, we do not represent that it is accurate, current, complete, or error free. Assumptions, estimates and opinions contained in this document constitute our judgment as of the date of the document and are subject to change without notice. Any projections are based on a number of assumptions as to market conditions and there can be no guarantee that any projected results will be achieved. Past performance is not a guarantee of future results. This material was prepared by a Sales or Trading function within DB, and was not produced, reviewed or edited by the Research Department. Any opinions expressed herein may differ from the opinions expressed by other DB departments including the Research Department. Sales and Trading functions are subject to additional potential conflicts of interest which the Research Department does not face. DB may engage in transactions in a manner inconsistent with the views discussed herein. DB trades or may trade as principal in the instruments (or related derivatives), and may have proprietary positions in the instruments (or related derivatives) discussed herein. DB may make a market in the instruments (or related derivatives) discussed herein. Sales and Trading personnel are compensated in part based on the volume of transactions effected by them. The distribution of this document and availability of these products and services in certain jurisdictions may be restricted by law. You may not distribute this document, in whole or in part, without our express written permission. DB SPECIFICALLY DISCLAIMS ALL LIABILITY FOR ANY DIRECT, INDIRECT, CONSEQUENTIAL OR OTHER LOSSES OR DAMAGES INCLUDING LOSS OF PROFITS INCURRED BY YOU OR ANY THIRD PARTY THAT MAY ARISE FROM ANY RELIANCE ON THIS DOCUMENT OR FOR THE RELIABILITY, ACCURACY, COMPLETENESS OR TIMELINESS THEREOF. DB is authorised under German Banking Law (competent authority: BaFin - Federal Financial Supervising Authority) and regulated by the Financial Services Authority for the conduct of UK business. © 2011 Deutsche Bank

Deutsche BankForeign Exchange

Further Information To find out more about our electronic FX products and services, please contact your Deutsche Bank salesperson or relationship manager.

Frankfurt: +49 69 910 38628London: +44 20 754 73891New York: +1 212 250 9305Brazil: +55 11 2113 5575Dubai: +971 4 428 3220Paris: +33 1 4495 6273Singapore: +65 6423 5336Sydney: +61 2 8258 1798Tokyo: +81 3 5156 6144Zurich: +41 44 227 3763

Email: autobahn.fx@db.comWeb: http://autobahn.db.com

AWARDS Source: Euromoney, FX Poll, May 2011Profit & Loss, Digital FX Awards, April 2011FX Week, e-FX Awards 2010Profit & Loss, Digital FX Markets Awards, 2009 & 2010Global Finance Awards 2005 - 2010