Corporate actions
Mar 21, 2017

Deutsche Bank AG: Rights Issue

The company Deutsche Bank AG has announced the details for the rights issue whereby shareholders are entitled to purchase new shares. The shareholders are entitled to purchase 1 new share for 2 shares held, at a subscription price of EUR 11.65 EUR per new share.

More information about this transaction is available on the company`s website under www.deutsche-bank.de.

The rights issue will result in an adjustment of the above mentioned contracts.

Adjustment Result:

Closing price Deutsche Bank:    EUR 17.195

R-Factor:             0.89250751

adjusted contracts size DBK
current Version 0 contract size 100 --> adjusted Version 1 contract size 112.0439
current Version 1 contract size 104.8457 --> adjusted Version 2 contract size 117.4732

adjusted contract size DBKE/DBKH/DBW1,2,4,5: 100 --> 112.0439
adjusted contract size D2BK: 1048.4566 --> 1174.7314
adjusted contract size D3BK: 1000          -->  1120.4388

Adjusted daily settlement prices DBKH for maturities with open interest:
DBKH APR17:  17.1900 --> 15.3422
DBKH JUN17:  16.9804 --> 15.1551
DBKH SEP17:  16.9671 --> 15.1433

Adjusted daily settlement prices D2BK/D3BK for maturities with open interest:
D2BK/D3BK DEC17: 0.190 --> 0.170
D2BK/D3BK DEC18: 0.280 --> 0.250
D3BK DEC19: 0.440 --> 0.393
D3BK DEC20: 0.630 --> 0.562

DBK adjusted series:

 500 0 ->  446 1      520 0 ->  464 1      540 0 ->  482 1
 550 0 ->  491 1      560 0 ->  500 1      580 0 ->  518 1
 600 0 ->  536 1      620 0 ->  553 1      640 0 ->  571 1
 650 0 ->  580 1      660 0 ->  589 1      700 0 ->  625 1
 720 0 ->  643 1      750 0 ->  669 1      760 0 ->  678 1
 800 0 ->  714 1      900 0 ->  803 1      950 0 ->  848 1
1000 0 ->  893 1     1050 0 ->  937 1     1100 0 ->  982 1
1150 0 -> 1026 1     1200 0 -> 1071 1     1250 0 -> 1116 1
1300 0 -> 1160 1     1350 0 -> 1205 1     1400 0 -> 1250 1
1450 0 -> 1294 1     1500 0 -> 1339 1     1550 0 -> 1383 1
1600 0 -> 1428 1     1650 0 -> 1473 1     1700 0 -> 1517 1
1750 0 -> 1562 1     1800 0 -> 1607 1     1850 0 -> 1651 1

1900 0 -> 1696 1     1908 1 -> 1703 2     1950 0 -> 1740 1
2000 0 -> 1785 1     2100 0 -> 1874 1     2200 0 -> 1964 1
2289 1 -> 2043 2     2300 0 -> 2053 1     2400 0 -> 2142 1
2500 0 -> 2231 1     2600 0 -> 2321 1     2671 1 -> 2384 2
2700 0 -> 2410 1     2800 0 -> 2499 1     2900 0 -> 2588 1
3000 0 -> 2678 1     3052 1 -> 2724 2     3100 0 -> 2767 1
3200 0 -> 2856 1     3400 0 -> 3035 1     3434 1 -> 3065 2
3600 0 -> 3213 1     3800 0 -> 3392 1     3815 1 -> 3405 2
4000 0 -> 3570 1     4197 1 -> 3746 2     4400 0 -> 3927 1
4578 1 -> 4086 2     4800 0 -> 4284 1     4960 1 -> 4427 2

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