📄 Extracted Text (165 words)
From: Tazia Smith <[email protected]>
Subject: FX Indicative Levels ICI
Date: September 2, 2014 at 8:52:18 AM EDT
To: [email protected]
Cc: Paul Morris <paul.morris®db.com>, Vahe Stepanian <[email protected]>
Classification: Confidential
Indicative levels, subject to market movement. Source: DB FX Pricer, 9/2/14.
EURUSD Spot Ref: 1.312
<Client> sells Put, buys Call on EUR/USD in a Risk Reversal
Put Strike: 1.345
Call Strike: 1.38
Notional: EUR 10,000,000 EUR
Expiry: Mon 08-Sep-2014
Settlement: Wed 10-Sep-2014
ZoneCut: NY
Premium: USD -329,800:5,100 (-324,700)
Premium Date: Thu 04-Sep-2014
Client Receives $324,700 (+$324,700 p/I)
USDCNH Spot Ref: 6.152
Leg 2: European Option Put
<Client> sells European USD Put on USD/CNH
Strike: 6.16
Notional: USD 75,000,000
Expiry: Wed 12-Aug-2015
Settlement: Fri 14-Aug-2015
ZoneCut: TK
Premium: USD -186,000 (.248%L345%)
Premium Date: Thu 04-Sep-2014
Client Receives $186,000 (-$87,000 p/I)
Tazia Smith
Director I Key client Partners - us
DB Securities Inc
Deutsche Asset 8, Wealth Management
345 Park Avenue 10154-0004 Now York. NY. USA
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0114094
CONFIDENTIAL SDNY_GM_00260278
EFTA01455372
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