EFTA01455153.pdf
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To: Paul morris/db/dbcom@OBAmERICAS, Richard Kahn [email protected]>,
Date: 08/12/2014 11:17 AM
Subject: Re: Indicative Levels - USDCNH lyr Options [C]
you have got to be kidding
on Tue, Aug 12, 2014 at 8:52 AM, Tazia smith <[email protected]> wrote:
Classification: Confidential
my apologies, 36.4bps is correct, but my typo: S273k premium on 475mm USD.
Be right back with report
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Tazia Smith
Director I Key Client Partners - US
DB Securities Inc
Deutsche Asset & wealth Management
4 New York, NY, USA
Email tazia.smit .com
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From: "jeffrey E." <[email protected]>
To: Tazia Smith/db/dbcom@OBAMERICAS,
Date: 08/12/2014 10:43 AM
subject: Re: Indicative Levels - USDCNH lyr Options [C]
that does not sound right , are you sure its on 75 milion
On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith <[email protected], wrote:
Classification: Confidential
Jeffrey -- That' done for Southern Fn1 at 36.4bps ($173,000 premium)
lyr
USDCNH put
ATMS strike (6.16)
75mm USD notional
Best Regards,
Tazia
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113723
CONFIDENTIAL SDNY_GM_00259907
EFTA01455153
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EFTA01455153
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