EFTA01462091.pdf

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] <0.CEE.gifi Nav Gupta---08/11/2014 05:44:32 PM---Classification: Confidential From: Nay Gupta/db/dbcom@DBEmEA To: "AG Apu" <[email protected]>, "Uzair Aqeel" <-m>, Cc: Tazia Smith/db/dbcom@OBAMERIcAS. "Paul Morris" < "vs vinit" <[email protected]> Date: 08/11/2014 05:44 PM Subje Re: [C] ct: Classification: Confidential Uzair + Apurva while vinit and I are travelling in Zurich can u get from fx trading in the overnight session the following structures ly usdcnh atms vanilla put ly usdcnh atmf vanilla put A call spread and a put spread also ly both with one leg having atmf in it. The second strike can be a few pct away - see what makes sense from the prices Ie 4 structures The reason I'm asking for both sides (up and down) is in case the client below really wants a usdcnh call rather than the cnh call he requests. Then we are covered for all eventualities. Ind spot and fwd Let trading know size is usd50mm or less. Def check w trading don't rely on pricer for this one (but check urself on pricer) Thx Nay From: Paul Morris Sent: 08/11/2014 05:35 PM EDT To: "jeffrey E." <[email protected]@DEUBAINT Cc: Tazia Smith; Nav Gupta Subject: Re: (C] Classification: Confidential we will come back to you Paul Morris Managing Director Deutsche Bank Private Bank 345 Park Avenue, 27th Floor CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 124458 CONFIDENTIAL SDNY_GM_00270642 EFTA01462091