EFTA01190521.pdf

From: Richard Kahn • To: "Jeffrey E." <[email protected]> Subject: Fwd: FX Indicative Levels [C] Date: Tue, 02 Sep 2014 15:06:51 +0000 Inline-Images: Mail_Attaehment.gif; Mail_Attachment(1).gif Richard Kahn HBRK Associates Inc. New York, NY 10022 Begin forwarded message: From: Tazia Smith < Subject: FX Indicative Levels [C] 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 (41324,700 WO 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 EFTA01190521 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 pA) Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 10154-0004 New York. NY. USA Panitrpcia Perfork. 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. EFTA01190522