EFTA01455126.pdf

From: "jeffrey E." <[email protected]> To: Tazia Smith/db Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH 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 Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly 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, 8/12/14 USDCNH lyr Price History (Embedded image moved to file: pic06584.gif) (Embedded image moved to file: pic16847.gif) Tazia Smith Director I Key client Partners - US DB Securities Inc Deutsche Asset & wealth Management 345 Park Avenue 10154-0004 New York, NY, USA (Embedded image moved to file: pic17872.gif) 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. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113669 CONFIDENTIAL SDNY_GM_00259853 EFTA01455126