EFTA01190567.pdf

From: "Jeffrey E." <[email protected]> To: Tazia Smith >, Paul Morris fr" Subject: Re: FX Indicative Levels [C] Date: Tue, 02 Sep 2014 18:13:40 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2); unnamed(3); unnamed(4); unnamed(5); unnamed(6) why is the price under intrinsic value. On Tue, Sep 2, 2014 at 1:39 PM, Tazia Smith <1 > wrote: Classification: Confidential Nothing done yet at $322k premium limit, Jeffrey. Need to see 1.3122 eurusd offer to get to the $322k, unwind. Just keeping levels in front of you as the cross has bounced higher, 1.3133 last. Note: can work this order overnight at your level if not done today. EUR 1.3133 1.3134 BGN At 13:36 Op 1.3128 -II 1.3137 Lo 1.3110 Close 1.3128 Value 09/04/14 EUR EGN Curncy r- 95) Save As - 96) Actions ntra ay art day(s) 09/02/2014 09/02/2014 17:00 16:59 Compare USD D 3D' 1M 6M YTD 1Y SY Max Tick • !sr 0.0: Security/Study M Event + Track Annotate News O, Zoom ■ Last Price 1.3133 I-1.3135 ■ Close o 09/01 ---- 1.3128 T Hi h /02 03:12 1.3137 0.0005 1.3127 0.04% 1.3130 ow on 02'05:35 1.3110 I-1.3125 I-1.3120 I-1.3115 I-1.3110 20:00 00:00 04:00 08:00 12:00 16:00 02 Sep 2014 It! Tazia Smith Director I Key Client Partnere - US EFTA01190567 DB Securities Inc Deutsche Asset & Wealth Management 10154-0004 New York. NY. USA Panio-R.-kr Per leffrey E." leevac ion iagmail.com> To: Tazia Sm. Cc: Richard Kahn < > Date: 09/0212014 12:41 PM Subject: Re: FX Indicative Levels [C) 322k unwind euro On Tuesday, September 2, 2014, Tazia Smith < > wrote: Classification: Confidential Got it Jeffrey - Given time since this morning, refreshed levels here to confirm you still want to unwind both the EURUSD risk reversal and the USDCNH put. Tightened USDCNH as much as possible with DB FX trading: EURUSD Spot Ref: 1.3127 <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 -322,700:5,100 (-317,600) ($317,600/$328,300) Premium Date: Thu 04-Sep-2014 Client receives $317,600 (+317,600 p/I) Source: DB FX Pricer 9/4/14 USDCNH Spot Ref: 6.1533 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 EFTA01190568 ZoneCut: TK Premium: USD -205,000 ($205,000/$265,000) Premium Date: Thu 04-Sep-2014 Client receives $205,000 (-$68,000 pit) Source: DB FX Trading 9/4/14 Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 0154-0004 New York. NY. USA Parstrio-4..tuPeirmtni. From: 'Jeffrey E. <jeevacationgpmail.com> To: Richard Kahn < >, Tazia Smitt/ Date: 09102,2014 12:11 PM Subject: Re: FX Indicative Levels (C) sell both positions On Tue, Sep 2, 2014 at 11:06 AM, Richard Kahn < > wrote: Richard Kahn HBRK Associates Inc. New York, NY 10022 Begin forwarded message: From: Tazia Smith EFTA01190569 Subject: FX Indicative Levels ICI Date: Se tember 2, 2014 at 8:52:18 AM EDT To: Cc: Paul Morris < , Vahe Stepanian = > 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 p/I) 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%/.345%) Premium Date: Thu 04-Sep-2014 Client Receives $186,000 (-$87,000 p/I) 0 Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 04 New York. NY. USA EFTA01190570  Porforent 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. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. 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It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeex t@i gmail.com. and EFTA01190571  destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved 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. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA01190572