Additional Terms of Use with Indian Subordinates (published june 6, 2005) The second revised AEJ agreement of 2005 (Asia excluding Japan) Interdealer Master Equity Derivatives Confirmation Agreement, published on March 9, 2009, contains the amendments made to the revised AEJ Interdealer Master Equity Derivatives Confirmation Agreement 2005 by the ISDA AEJ Derivatives Protocol 2009, published on 9 March. 2009. The Stand-By Arrangement was developed to document index option, index exchange, stock options and stock exchange transactions relating to the underlying shares or indices in the interdialer market in Australia, Hong Kong, India, Indonesia, Korea, Malaysia, New Zealand, Singapore, Taiwan and Thailand. Whether the parties have signed the second revised AEJ Inter-Index Derivatives Confirmation Agreement of 2005 or the revised AEJ Master Equity Derivatives Confirmation Agreement of 2007 or the 2008 AEJ Master Equity Derivatives Revised Confirmation Agreement for AEJ Master Equity Derivatives and the reference price of the trading day transaction is indicated in the revised isda isEJ Reference matrix Price Source Matrix, the source of the reference price contained therein, shall be deemed applicable to the transaction in relation to that reference price currency. The amendment to the 2005 AEJ Interdialer Equity Derivatives Stand-By Arrangement and the 2007 YEA Variance-Framework Swap Stand-By Arrangement allows the parties to bilaterally amend their existing revised AEJ Interdictor Equity Derivatives Confirmation Agreement of 2005 and the 2007 AEJ Main Variance Swap Stand-By Arrangement to make references to additional provisions published in 2005. to the revised version to be updated. The amendment of the 2005 YEA Revised Inter-Diplian Equity Derivatives Stand-By Arrangement and the 2007 YEA Main Variance Swap Stand-By Arrangement, which was concluded on the 11th. Published in August 2008, the duration of the settlement price of Schedule SO (stock option) of the 2005 YEA`s revised InterdialEr Equity Derivatives Stand-By Arrangement is revised by setting the strike price as the settlement price for physically settled options. The amendment also revises the term „related exchange“ and the term „market disruption event“ in Schedule SVS (Cash-settled Share Variance Swap) to the AEJ 2007 Framework Confirmation of Variance Agreement by setting scheduled trading days only in relation to the exchange and not for the associated exchange. The revised additional terms for use with Indian Unterliers, published on November 28, 2008, contain changes to the original version, which was published on November 6, 2008.

June 2005 to reflect changes to the regulations of the Securities and Exchange Board of India (Foreign Institutional Investors) in May 2008. The amendment to the 2005 AEJ Interdialer Equity Derivatives Stand-By Arrangement of 13 March 2009 allows the parties that signed the 2005 AEJ Inter-Tax Interdictor Equity Derivatives Stand-By Agreement to amend Annexes IO (Index Option) and SO (Stock Option) of their 2005 AEJ Interdealer Inter-Tenant Equity Derivatives Stand-By Agreement by inserting the date of the amendment to Annex I. This website contains links to confirmation forms and tables setting out important economic conditions relating to various types of transactions („Transactions“) that Deutsche Bank („we“) may enter into with counterparties from time to time. Any confirmation or other documentation that we provide to you directly in connection with any actual or potential transaction will supersede the information on this website and, to the extent inconsistent, such confirmation or other documentation will prevail. In addition, the agreed terms of any transaction we enter into with you will be set out in the confirmation or other agreement that you and we enter into with respect to such transaction and may differ materially from the terms set out in the forms and tables available on or through this website. By providing this website, we do not indicate that we are willing to enter into a transaction with any counterparty under any conditions. These additional representations and warranties apply to use under the 2005 AEJ Inter-Contractual Equity Derivatives Stand-By Arrangement and may be applied by choice in confirming the terms and conditions of any type of transaction. The revised aEJ 2005 Interconcesional Equity Derivatives Stand-By Arrangement, published on 13 March 2007, amends Annex IO (index option) and SO (stock option) to the AEJ 2005 Inter-Diplian Equity Derivatives Stand-By Arrangement to facilitate the electronic reconciliation of transactions. The Stand-By Arrangement is intended to document index options and stock option transactions relating to the underlying shares or indices in Australia, Hong Kong, India, Indonesia, Korea, Malaysia, New Zealand, Singapore, Taiwan and Thailand in the inter-contract market. European Dispersion Variance Swap General Terms of Confirmation März 2004 Kanadische Ergänzung zur Master Confirmation. Änderung des überarbeiteten AEJ Master Variance Swap Confirmation Agreement von 2007. .

1992 Bestätigung für OTC Equity Index Option Transaction 2004 Americas Interdealer Master Equity Derivatives Confirmation Agreement. ANHANG ZU DEN ISDA-Standardbedingungen zur Verwendung mit europäischen Varianzoptionstransaktionen. . Überarbeitete ISDA AEJ Reference Price Source Matrix (veröffentlicht am 25. Juni 2009. Diese ersetzt die Fassung vom 29. Novembre 2006). Total Return Swap oder Price Return Swap on a Basket of Indices 2007 Full Lookthrough Depository Receipt Supplement to the 2002 Equity Derivatives Definitions. . . .