EFTA01191976.pdf

From: Tazia Smith <I To: [email protected] Cc: Vinit Sahni , Nav Gu to , Paul Morris Subject: USDJPY 101 strike triple no-touch & USDJPY 102.5 vanilla - updates [C] Date: The, 18 Mar 2014 13:36:17 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2) Classification: Confidential Jeffrey - Your USDJPY zero-cost 101 strike triple no-touch is up $4,507 mark-to-market. Matures in 8 mos, 11/20. Your USDJPY 102.5 strike call is down $76 687 mark to market. Matures in 1.5mos, 5/1. Initial details on both below. JP: 81:21 101.47 /101.48 FAN 9:21 101.77 Hi 101.94 Lo 101.32 Close 101.77 Value 03/20/14 AY BON Curncy 99 Save As ions ne Chart WM= 'MIME! Ell=M la a 9 ni Catonre Avg' === SEElaitl Mil ID 30 'Jr 6M Yip 3Y SY MIX Mils V secu,rw.st.dy M EValt. 0 ..track .0: Annotate IA' 'News "04 Z00111 0-1.06.00 I-104.00 0-100.00 0-98.00 I • Last Price 101.47 P-96.00 T High on 12/31/13 105.31 -•- Average 99.94 P-94.00 1 Low on 04/03/13 93.04 0 Mar I Jun Sep Dec Mar Used with permission of Bloomberg Finance LP Mark to market source: DB Valuation Statement, 3/17/14 — Forwarded by Tazia on 03/18/2014 09:29AM --- Front T To: [email protected], Cc: Paul Morris. Vinit Dale: 01/31/2014 01:33 PM Subject: Trade Report 1/31/14 - 3mo short yen [C] Classification: Confidential Jeffrey - EFTA01191976 Today you executed the following slightly near-the-money, 3mo USDJPY vanilla call for 1.9% (pulled the strike in from the 102.75 level shown to 102.50 since spot has come in since prior indicative level). Counterparty SOFL TradeType EUR BuySell Client Buys Currencyl USD CP Call Notionall 10,000,000 Currency2 JPY Notional2 -1,025,000,000 Strike 102.50 ZoneCut NY: 10:00 hours (Local time in New York) ExpiryDate Thu 01 May 2014 SettlementDate Wed 07 May 2014 FixingReference SPOT Premium 190,000 PremiumTerms USD PremiumDate Tue 04 February 2014 From: Tazia To: [email protected]. Cc: Paul Morris. Vahe Date: 11/2112013 10:23AM Subject: Trade Report 11/21/13 (USDcJPYp Zero Cost Triple One Touch) (C) Classification: Confidential Jeffrey - Today you executed the following for Southern Financial: BuySell Client Buys Currencyl USD CP Call Notionall 1,000,000 Currency2 WY Notional2 -101,000,000 Strike 101.00 ZoneCut NY: 10:00 hours (Local time in New York) ExpiryDate Thu 20 November 2014 SettlementDate Tue 25 November 2014 FixingReference SPOT Premium 44,800 PremiumTerms USD PremiumDate Mon 25 November 2013 EFTA01191977 TradeType OT BuySell Client Sells Currencyl USD Notionall -21,000 Currency2 WY ZoneCut NY: 10:00 hours (Local time in New York) ExpiryDate Thu 20 November 2014 SettlementOate Tue 25 November 2014 Barrier 99 BarrierDirection Lower FixingReference SPOT Premium 16,500 PremiumTerms USD PremiumDate Mon 25 November 2013 BuySell Client Sells Currencyl USD Notionall -21,000 Currency2 WY ZoneCut NY: 10:00 hours (Local time in New York) ExpiryDate Thu 20 November 2014 SettlementOate Tue 25 November 2014 Barrier 98 BarrierDirection Lower FixingReference SPOT Premium 15,000 PremiumTerms USD PremiumDate Mon 25 November 2013 TradeType OT BuySell Client Sells Currencyl USD Notionall -21,000 Currency2 3PY ZoneCut NY: 10:00 hours (Local time in New York) ExpiryDate Thu 20 November 2014 SettlementOate Tue 25 November 2014 Barrier 97 BarrierDirection Lower FixingReference SPOT Premium 13,300 PremiumTerms USD PremiumDate Mon 25 November 2013 EFTA01191978 Tazia Smith DirectorImaymempwtmm-us Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 26th Floor Tel. 1 1 Fa Mobile Email Pan-ienctuPeifarm. 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. EFTA01191979