EFTA01453919.pdf

From: Tazia Smith ii Sent: 4/23/2014 11:54:05 AM To: [email protected] CC: ; Paul Morris _] Nav Gupta Vinit Sahni Vahe Stepanian [ Subject: WY and Biotech [CI Attachments: 182298_20140422_20140423_1.pdf Classification: Confidential Jeffrey - Just posting you on your biotech basket - earnings a positive catalyst reversing that downtrend in Gilead. Biogen reported this morning (bottom line miss, top-line beat), stock has come in from pre-market highs of $310, now -$303 (3-day chart below). Just a reminder that your $Y 102.5 call is going to expire 5/1. In speaking with Nav and Vinit, they looked at lot of weaker- yen iterations but their view is vols are too low and there is an absence of catalysts to present a compelling trade at this moment to roll into; Nav will email you directly to highlight entry points on a trade when he sees one. As you know, you've got your zero-cost option on for some exposure to yen weakness. Mot 4/ 23/1411:34 pat PX_LAST DesCHIAlon Trade Date Quantity Current Price Unit Cost Markel Value Current Total Cost Unrealized 6/L SAT4GAMO 810SCIENCES 5)28)2013 50,000.20 1 14.17 $ 8.44 $ 708.500.00 422,214.30 1 286,286.00 EllOGEN 2/14/2012 2.095.00 5 302.51 $ 119.55 1 629,756.33 250.454.95 5 379,331.38 FOUNDATI041 MEDICINE 1)13/20/4 25,000.00 $ 26.74 5 27.51 5 668,500.00 687,663.50 1 (19,163.50) GILEAD SCIENCES INC Multiple 8,100.00 s 74.93 79.42 1 606,932 19 643.204.00 1 (36,271.51) *RIAD PHARMACEUTICALS Multiple 16,535.00 $ 7.58 5 17.60 1 125,335.65 200,997.40 5 (165,663.75) Total Biotech $ 2,739,052.17 $ 2,294,533.85 8 444,518.32 Source: Pershing, LLC and Bloomberg As of 4/22/14 Live Description Trade Date Expiration Notional Cost Basis MIM' MTM• P/L USDJPY Triple one-Touch 101Call 11/21/2013 11/20/2014 1,000,000 USD $ $ 5,189 $ 5,189 USDJPY 102.5 Call 1/31/2014 5/1/2014 10,000,000 USD $190,000 $ 49,749 $ (140,251) Dec14 Copper 7000 Call 4/7/2014 12/3/2014 1,250 metric tons $331,250 $ 290,500 $ (40,750) r $521,250 $ 345,438 $ (175,812) Not a bid/offer. Mid Mark-to-Market as reported on client's DB Valuation Statement. Closed Initial Trade Unwind Unwind Description Date Trade Date Cost Basis Value P/I. USDCAD RKI Call Spread 1/17/2014 3/5/2014 $109,995 $ 115,000 $ 5,005 USDRUB 37595 Binary 3/13/2014 4/14/2014 1,000,000 USD $257,000 $ - $ (257,000) Jun14 WTI 101/93.50 Risk Reversal 3/13/2014 5/15/2014 100,000 bbls $ - $ 312,000 5 312,000 5 60,005 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 111779 CONFIDENTIAL SDNY_GM_00257963 EFTA01453919