EFTA00653418.pdf

From: Matthew OConnor .rz > To: leevacation a ail.com'" <[email protected]>, Paul Morris <i >, Tazia Smith CC: Laura Krattli , Matthew ()Connor , Jatin Bindal , Amit Garg MO Commodities , James Fordham Prateek Jain Stavros Valavanis Subject: Trade recap (DB / SOFL) Date: Thu, 17 Apr 2014 19:37:50 +0000 Classification: External Communication Jeffrey - Thanks for the trade. To recap: Underlying: Jun14 WTI Bloomberg code: CLM4 <comdty> RMS Counterparty code: SOFL SOFL sells $101 call for $3.27/bbl SOFL buys $93.5 put for $.15/bbl Premium: DB pays $3.12/bbl ($312,000) Notional: 100,000 bbls on each leg Both legs knock out if on any day CLM4 fixes below $20/bbl. This trade fully unwinds existing trade. 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. EFTA00653418