EFTA01477507.pdf

Subject: RE: EURUSD Indicative Pricing [C] From: Paul Morris <IM I> Date: Thu, 03 Mar 2016 10:19:45 -0500 To: Vahe Stepanian Daniel Sabba Classification: Confidential Thanks Paul Morris Managing Director Deutsche Bank Private Bank Office= Cell: From: Vahe Stepanian Sent: Thursday, March 03, 2016 9:34 AM To: Jeffrey Epstein Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Richard Kahn Subject: EURUSD Indicative Pricing [C] Classification: Confidential Jeffrey — please find indicative EURUSD pricing below per my conversation with Rich. Please let us know which strike you'd like to execute and we will follow up with live levels. Thank you, Vahe EFTA01477507 Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry Spot Ref = 1.0904 European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.0675 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: EFTA01477508 SOFL Pays USD 0 Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry Spot ref = 1.0907 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.056 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 EFTA01477509 Net Premium: SOFL Pays USD 0 Vahe Stepanian Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email EFTA01477510