EFTA01206404.pdf

From: Tazia Smith To: [email protected] Cc: , Paul Morris , Nav Gupta , Vahe Stepanian Subject: EURUSD Matrix [C] Date: Mon, 25 Aug 2014 15:46:22 +0000 Attachments: JE_-_FX_Option_Matrix.xlsx Inline-Images: unnamed; unnamed(1) Classification: Confidential Jeffrey - Per your request. 1, 2, and 3mo EURUSD options matrix. Strikes +1- 3%. We discussed with Rich and deemed the 1st tab most relevant format — shows bps of notional but in USD terms (multiply bbps by notional for USD cost of option). Indicative levels. TDS Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management New York. NY. USA Petnio-1,-1-rr Perform. 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. EFTA01206404