EFTA00700499.pdf

From: Vahe Stepanian To: "Jeffrey E." <jeevacationggmail.com> CC: Daniel Sabba , Ariane Dw er < , Paul Morris , Stewart Oldfield < Richard Kahn Subject: EUR Risk Reversal pricing [C] Date: Thu, 02 Jul 2015 15:04:37 +0000 Classification: Confidential Jeffrey — pricing per your request: EURUSD Spot = 1.1090 SOFL buys Put, sells Call on EUR/USD in a Risk Reversal Put Strike: 1.0500 Call Strike: 1.1565 Notional: EUR 50,000,000 Expiry: 6 months Net premium: zero Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email All trade execution information contained herein is being provided as an accommodation at your request in advance of your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of the trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the informal execution report and the official trade confirmation(s) or account statements. 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. EFTA00700499