EFTA01207071.pdf

From: Vahe Stepanian To: "jeffrey E." <[email protected]> CC: Daniel Sabba , Ariane D er , Paul Morris Stewart Oldfield , "'Richard Kahn"' Subject: RE: Trade Report 8/12/14 - USDCNH 1 yr Put [C] Date: Fri, 07 Aug 2015 17:14:47 +0000 Attachments: 182298 20150806 20150807_1.pdf Inline-Images: image001.jpg; image002.png; image003.png; image004.gif; image005.gif Classification: Confidential Per the attached valuation statement — the position is marked at zero as of yesterday's close. For your reference, the option expires on 8/12/15 and was originally struck at 6.16. Current spot —6.2165. From: jeffrey E. [mailto:[email protected]] Sent: Friday, August 07, 2015 1:00 PM To: Vahe Stepanian Subject: Re: Trade Report 8/12/14 - USDCNH lyr Put [C] what is the mark to market on the postion I own? On Fri, Aug 7, 2015 at 9:50 AM, Vahe Stepanian < > wrote: Classification: Confidential Jeffrey — recall that you are long a CNH option that will expire on Wednesday, Aug. 12th - details in email at bottom. Ahead of the expiry, we wanted to send pricing in case you wish to roll for another year. Indicative pricing is for an option struck around current USD/CNH spot. Indicative pricing is as follows: Spot ref = 6.2173 Southern Financial buys European USD Put on USD/CNH Strike: 6.218 Notional: USD 75,000,000 Expiry: Tue 09-Aug-2016 (1y) Premium: USD 295,000 Please let us know if you have questions. Thank you, Vahe EFTA01207071  CNN 1 6.2163 -.0013 BGN 6.2162/6.2165 BGN ;t 10:47 Op 6.2176 Hi 6.2246 Lo 6.2146 Close 6.2177 Value 3/1.1./±15_ rennill i 95) 5ave As... 9A Ac • • • ""i . 1 08 07 2014 08 07 2015 Last Price 1:marrilln :: Compare 1/ char: • CNH ID 3D 1M on no Z. security/Study Pe Event r ights, VW W WV3.W/15 0./10 laW IlDePWWW&IM M. Forwarded by Vahe Stepanian/db/dbcom on 01/14/2015 08:57 AM ---- From: To 08112/2014 10:55ANI 1 Trade Report 8/12/14 - USOCNH 1yr Put (C] Classification: Confidential Jeffrey - Trade report as follows: Trad eTy pe EUR BuySell Client Buys Currencyl USD CP Put Notionall 75,000,000 Currency2 CNH Notional2 -462,000,000 Strike 6.1600 ZoneCut TK: 15:00 hours (Local time in Tokyo) ExpiryDate Wed 12 August 2015 SettlementDate Fri 14 August 2015 FixingReference SPOT Premium 273,000 PremiumTerms USD PremiumDate Thu 14 August 2014 EFTA01207072 Tazia Smith Director I Key Client Partners - US DB Securities Inc Panitn,l-o-Perform. This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacationOigmail.com and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA01207073