EFTA01447659.pdf

From: Tazia Smith Sent: 8/12/2014 8:55:49 AM To: [email protected] CC: Paul Morris ; Nav Gupta ; Vahe Stepanian Subject: Indicative Levels - USDCNH lyr Options ICI Attachments: pic13636.gif; pic06413.gif; pic1S699.gif Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% strikes: 6.2723 /6.4605 ly ATMS (6.1604) USDCNH put: 0.256% / 0.38% ly ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. source: D8 FX Pricer, 8/12/14 USDCNH lyr Price History (Embedded image moved to file: pic13636.gif) (Embedded image moved to file: pic06413.gif) Tazia Smith Director I Key Client Partners - US D8 Securities Inc Deutsche Asset & wealth Management 345 Park Avenue. 10154-0004 New York, NY, USA Tel. Fax Mobile Email (Embedded image moved to file: pic15699.gif) CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 102349 CONFIDENTIAL SDNY_GM_00248533 EFTA01447659