EFTA01462162.pdf

From: Tazia Smith Sent: 9/2/2014 8:52:18 AM To: CC: Paul Morris Vahe Stepanian Subject: FX Indicative Levels ICI Attachments: pic05436.gif; pic23669.gif Classification: Confidential Indicative levels, subject to market movement. Source: DB FX Pricer, 9/2/14. EURUSD Spot Ref: 1.312 <Client> sells Put, buys Call on EUR/USD in a Risk Reversal Put Strike: 1.345 Call Strike: 1.38 Notional: EUR 10,000,000 EUR Expiry: Mon 08-Sep-2014 Settlement: wed 10-Sep-2014 ZoneCut: NY Premium: USD -329,800:5,100 (-324,700) Premium Date: Thu 04-Sep-2014 Client Receives $324,700 (+$324,700 01) USDCNH Spot Ref: 6.152 Leg 2: European Option Put <Client> sells European USD Put on USD/CNH Strike: 6.16 Notional: USD 75,000,000 Expiry: wed 12-Aug-2015 Settlement: Fri 14-Aug-2015 ZoneCut: TK Premium: USD -186,000 (.248%/.34S%) Premium Date: Thu 04-Sep-2014 Client Receives S166,000 (-S87,000 p/1) (Embedded image moved to file: pic05436.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 Tel. +1(212)454-2889 Fax +1(646)257-3131 Mobile +1 (917)327-4107 Email [email protected] (Embedded image moved to file: pic23669.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124569 CONFIDENTIAL SDNY_GM_00270753 EFTA01462162