EFTA01462126.pdf

From: Tazia Smith Sent: 8/15/2014 9:31:53 AM To: CC: Vahe Stepania ; Paul Morris Subject: Indicative Levels, FYI IC) Attachments: pic08973.gif; pic30971.gif Classification: Confidential Good Morning Rich -- Indicative levels below. 581.9k on the euro vs. 1.3391 spot. 5200,250 on the USDCNH put vs. 6.1458 spot (26.7bps/38.3bps is the indicative spread -- indicative is wide, as you rightly pointed out yesterday) <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: Thu 04-Sep-2014 Settlement: Mon 08-Sep-2014 ZoneCut: NY Premium: USD -86,300:4,400 (-81,900) Premium Date: Tue 19-Aug-2014 Leg 2: European Option Put <Client> sells European USD Put on USD/CNN Strike: 6.16 Notional: USD 75,000,000 Expiry: wed 12 -Aug-2015 Settlement: Fri 14-Aug-2015 ZoneCut: TK Premium: USD -200,250 Premium Date: Tue 19-Aug-2014 Net Premium: <Client> Receives USD 282,189 (Embedded image moved to file: pic08973.gif) Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. +1(212)454-2889 Fax +1(646)257-3131 Mobile +1 (917)327-4107 Email [email protected] (Embedded image moved to file: pic30571.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124511 CONFIDENTIAL SDNY_GM_00270695 EFTA01462126