EFTA01452719.pdf

Josie M. Hall vice President One South Street Baltimore MD 21202-3201 Deutsche Bank Alex. Brown A Division of Deutsche Bank Securities Inc Fax Forwarded by Josie Hall/db/dbcom on 02/25/2014 11:53 AM From: To: cc: Date: 02/24/2014 04:27 PM Subject: MXN Spot Rate on the January Monthly Statement [I] Classification: For internal use only Greg, This is what I was calling you about. The below statement page is for account N4G-023804. The customer is questioning the differences in the FX rate. The green highlighted lines are the FX currency trade done by DB. The yellow highlighted lines are the non-dollar bonds executed by 06. The orange highlighted lines are the exchange rate provided by Pershing. Need to know how Pershing arrives at the exchange rate. I also attached an email from one of our SA showing Bloomberg screens for both trade dates. (Embedded image moved to file: pic29118.gif) From: To: Cc: Date: 02/24/2014 12:39 PM Subject: MXN [I] classification: For internal use only Ziggy - As discussed, see averages and interday activity of the peso vs. USD below. I have no idea where pershing got those 13.1733 and 13.3119 numbers but I am absolutely focused on confirming (and reconciling, should need be) for Jeffrey. Thank You! Tazia (Embedded image moved to file: pic19457.gif) (Embedded image moved to file: pic14788.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109919 CONFIDENTIAL SDNY_GM_00256103 EFTA01452719