EFTA01140904.pdf

From: Tazia Smith <I To: [email protected] Cc: , Paul Morris < >, Vahe Stepanian Subject: BRL (just fyi post-fed) [C] Date: Wed, 18 Dec 2013 20:04:17 -4)000 Inline-Images: unnamed; unnamed(1); unnamed(2) Classification: Confidential Jeffrey - EM responding well to FOMC decision. USDBRL off its lows back at —2.32. Your barriers in 3-4mos are 2.2562 and 2.3040. USDBRL Intraday Price Action 12/18/13: BRL 2.3247 +.0053 BGN 2.3243 / 2.3252BGN At 14:46 Op 2.3205 Hi 2.3580 Lo 2.3160 Close 2.3195 Value 12/20/13 BRL BGN Curnw 99 Save As 99 Actions 97) Eta ntraday Chart TZ't£120:3 12,12/2013 05:03 :5:03 Trbdt PI 1D 3D 1M 6M YTD IT SY Max Tilt • Searity/SFudy I Event O + Track Annotate News O, Zoom I-2.3600 • BRL BGN Curacy (R1) 2.3247 T High on 12/18 14:00 2.3580 I-2.3500 -9- Average 2.3331 1. Low on 12/18 14:37 2.3160 • Prey Close 2.3195 tit\44Nd...1 I-2.3400 .2.3300 y a 2.3200 ' 07:00 ' 08:00 ' 09:00 ' 10:00 ' 11:00 ' 12:00 ' 13:00 ' 14:00 ' 18 Dec 2013 Used with permission of Bloomberg Finance LP From: Tazia Smite To: jeevacabon@gmailcom. Cc: Paul Morris Dale: 12/1712013 10:11 AM Subject: BRL Notes... [CI Classification: Confidential Good Morning Jeffrey - EFTA01140904 Per your request, sending full detail on your BRL notes. European barriers of 2.2562 and 2.3040 to get your principal back in —4-5mos. Please see below/attached and call us to discuss. (1) 3/20/14 Note - marking down, -22%. 15% european barrier (= 2.2562). Initial strike 1.9619. Current USDBRL spot -2.3267, -18%. (2) 4/14/14 Note - marking down —19%. 15% european barrier (=2.3040). Initial strike 2.0035. Current USDBRL spot —2.3267, -16%. Payout: a) make 28.5% if BRL is up more than 3% vs. USD at maturity, b) make 5% if BRL is up between 0-3% vs USD, c) get your principal down less than 15% vs. USD, d) loose 1 for 1 if BRL is down more than 15% vs USD at maturity (max loss 100%) [attachment "HSBC BRL Step Up - TD April 5, 2013.pdr deleted by Tazia Smith/db/dbcom] -- Forwarded by Tazia Smith." 12/16/2013 02:14 PM From: Tazia Smi To: [email protected]. Cc: Vahe Stepaniar Dale: 11/12/2013 02:55 PM Subject: BRL Notes marking down >20% IC] Classification: Confidential Jeffrey - You're long 1mm USD each of BRL step up notes in Southern Trust from JP. The notes have a 15% barrier and BRL is presently down —17% vs. USD from your initial strike. The notes are marking down more than 20%. Barrier is European. Final valuation date on the notes are 3/20/14 and 4/14/14. Posting you and would like to get your view given the move and mark-to-market (vs. your -10% rule). Speak with you soon, Tazia 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 EFTA01140905 Pan-io-i,fr Peiferein 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. ➢eutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA01140906