EFTA01461757.pdf

(Embedded image moved to file: pic20582.gif) vahe Stepanian Associate I wealth Investment Coverage Deutsche Bank Securities Inc. Deutsche Asset & wealth Management 345 Park Avenue - 26th Floor New York, NY 10154-0004 Tel. +1 (212) 454-1539 Fax +1 (646) 257-3131 Mobile +1 (347) 854-4676 Email All trade execution information contained herein is being provided as an accommodation at your request in advance of your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of the trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the informal execution report and the official trade confirmation(s) or account statements. From: "jeffrey E." <[email protected]> To: Vahe Stepanian/db/dbcom@DBAmericas, Date: 06/06/2014 08:49 AM Subject: Re: EURUSD Pricing [C] zero cost. size recommend? On Fri, Jun 6, 2014 at 6:05 AM, vahe Stepanian <[email protected]> wrote: Classification: Confidential Good Morning Jeffrey, Two-way pricing below on the EuRuS0 collar. Note non-farm payrolls in —25 minutes, so please let us know should you wish to trade ahead of that. spot Ref: 1.3640 Expiry: 3m (8 Sep 2014 expiry) Notional: Up to EUR 50mm (each leg) For a zero-cost collar: client buys 1.3405 EUR Put / USD Call Client sells 1.38 EUR Call / USD Put Should you wish to sell the 1.3410 EUR Put / USD Call and buy the 1.38 EUR Call / USD Put, price is 0.09% EUR notional. Thank you, vahe (Embedded image moved to file: pic26279.gif) vahe Stepanian Associate I wealth Investment Coverage Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 123983 CONFIDENTIAL SDNY_GM_00270167 EFTA01461757