EFTA00676505.pdf

From: Tazia Smith < IMM> To: [email protected] Cc: Paul Morris < Vinit Sahni , Vahe Stepanian Subject: Trade Report 1/27/14 [C] Date: Mon, 27 Jan 2014 16:24:15 +0000 Inline-Images: unnamed; unnamed(1) Classification: Confidential Jeffrey - Today you executed the following: S 380k MBONO 7.75% '42 at 7.78% (99.99.6427 clean/100.525402 dirty) Sold 38mm MXN vs. USD at 13.4415 $2,841,918.92 USD proceeds (1/29 settle) Total loss on position: $155,098.90 Out of Mexican long bond, moving on. Looking at USDJPY as discussed. Indicative levels on an atm zero-cost triple one touch below (digital strikes of 100, 99, 98 on the downside). Be back with additional thoughts, Tazia Spot reference = 102.70 Leg 1: European Option Call <Client> buys European USD Call on USD/JPY Strike: 102.75 Notional: USD 10,000,000 Expiry: Tue 27-Jan-2015 (1y) Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD 446,250 Premium Date: Wed 29-Jan-2014 Leg 2: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 100 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -166,150 Premium Date: Wed 29-Jan-2014 Leg 3: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 99 EFTA00676505 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -148,387 Premium Date: Wed 29-Jan-2014 Leg 4: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 98 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -131,713 Premium Date: Wed 29-Jan-2014 Tazia Smith Director I Key Client Partners - US Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 26th Floor New York. NY 10154 Tel. Fax Mobile Email Panic-<,cia-Petro-rm. 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. EFTA00676506