EFTA01446803.pdf

From: Tazia Smith Sent: 1/27/2014 11:24:15 AM To: jeevacation mail.com CC: Paul Morris Vinit Sahni Vahe Stepanian Subject: Trade Report 1/27/14 (Cj Attachments: pic28027.gif; pic12349.gif Classification: Confidential Jeffrey - Today you executed the following: 5 380k MONO 7.75% '42 at 7.78% (99.99.6427 clean/100.525402 dirty) sold 38mm MXN vs. USD at 13.4415 S2,841,918.92 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/)PY 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-)an-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 Payout: VSD 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 101196 CONFIDENTIAL SDNY_GM_00247380 EFTA01446803