EFTA01408675.pdf

Subject: FW: LNKD Structure [C] From: Paul Morris < IMI > Date: Wed, 28 Jan 2015 10:23:37 -0500 To: Stewart Oldfield ‹ > Classification: Confidential Paul Morris Managing Director Deutsche Bank Private Bank Office: Cell: From: Daniel Sabba Sent: Wednesday, January 28, 2015 9:54 AM To: jeffrey E. Cc: Vahe Stepanian; Richard Kahn; Paul Morris Subject: LNKD Structure [C] Classification: Confidential Jeffrey, Please see below LNKD ly Vols. Would you like to explore the same structure for this stock? IA would be 25% of Notional. The indications below work for $10mm notional. LNKD ly 100% vols {cid:[email protected]} EFTA01408675 Southern Financial longs LNKD through ly TRS: SF pays lmL+75bps to receive total return $0.03 commission in and out, optional early termination applicable, monthly resets Southern Financial shorts LNKD ly 100% European calls: DB bids 14.6% Vol: 36.36% Delta: 57% Best regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email EFTA01408676