EFTA02586780.pdf

From: jeffrey E. <[email protected]> Sent: Tuesday, August 12, 2014 2:44 PM To: Tazia Smith Subject: Re: Indicative Levels - USDCNH 1yr Options [C] that does not sound right , are you sure=its on 75 milion <tazia.smith@d=.com <mailto:teilminkliOdbmil» wrote: Classification: Co=fidential Jeffrey -- That' done for Southern Fnl at 36.4bps ($173,000 premium) lyr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: "jeffrey E." <jeevacation@gmail.=om <mailto:[email protected]» To: Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCN= lyr Options [C] 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith > > wrote: Classification: Confidential EFTA_R1_01767156 EFTA02586780  Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041°4/2.215% ly ATMF (6.2723) USDCNH call: 1.041°4/1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 ly ATMS (6.1604) USDCNH put: 0.256%/ 0.38% ly ATMF (6.2723) USDCNH put: 1.007%/ 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/1= USDCNH Syr Price History Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA This communication may contain confidential and/or privileged information.ar> If you are not the intended recipient (or have received this communication<=r> 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. please note=/font> The information contained in this communication is confidential, may be attorney-client privileged, may 2 EFTA_R1_01767157 EFTA02586781  constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected]=m <mailto:[email protected]=> , and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/=r privileged information. If you are not the intended recipient (or have received this communicationar> in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of thear> 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. 41,=.A0 please note The information conta=ned in this communication is confidential, may be attorney-client privi=eged, may constitute inside information, and is intended only for the use of the a=dressee. It is the property of JEE Unauthorized use, disclosure or c=pying of this communication or any part thereof is strictly prohibited<=r> and may be unlawful. If you have received this communication in error, p=ease notify us immediately by return e-mail or by e-mail to [email protected], =nd destroy this communication and all copies thereof, including all attachm=nts. copyright -all rights reserved 3 EFTA_R1_01767158 EFTA02586782