EFTA01428699.pdf

Subject: USDKRW [C] From: Vahe Stepanian Date: Tue, 22 Sep 2015 16:16:55 -0400 To: jeffrey E. <[email protected]> Cc: Daniel Sabba Ariane Dwyer Paul Morris < Stewart Oldfield Richard Kahn Classification: Confidential Jeffrey — we are following up on USDKRW per your meeting with Todd and Daniel. Please let us know indicative size should you wish to trade and we will provide live pricing. All pricing is indicative for 6 month tenor For call spreads, Southern Financial (SOFL) buys low strike and sells high strike Collars are premium neutral, in which SOFL buys the call option and sells the put option (quoted as Call Strike / Put Strike ) Reverse Knock Out (RKO) call options give SOFL the option to buy USD / sell KRW at strike as long as USDKRW remains below barrier through life of trade USDKRW Spot Ref: 1186.60 6m Fwd: 1192.10 Call Spreads (near strike / far strike / premium) 1200 / 1250 / 1.30% 1220 / 1270 / 1.05% EFTA01428699 Premium Neutral Collar (call strike / put strike) 1220 / 1177 1230 / 1170 RKO Call (strike / barrier / premium) 1200 / 1300 / 0.70% 1220 / 1280 / 0.45% USDKRW ly historical chart fcid:[email protected] Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Tel. Mob 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. EFTA01428700 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. EFTA01428701