EFTA01455370.pdf

Tel. Fax Mobl Email Pan-an/4V Peirdiert. From: letkey E. tevacatianiail.com> To: Tata Smit Cc: Richard Kahn Date: 09/02/201412:41 PM Subject: Re: FX Indicative Levels {CI 322k unwind euro On Tuesday, September 2, 2014, Tazia Smith wrote: Classification: Confidential Got it Jeffrey - Given time since this morning, refreshed levels here to confirm you still want to unwind both the EURUSD risk reversal and the USDCNH put. Tightened USDCNH as much as possible with DB FX trading: EURUSD Spot Ref: 1.3127 <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 -322,700:5,100 (-317,600) ($317,600/$328,300) Premium Date: Thu 04-Sep-2014 Client receives $317,600 (+317,600 p/I) Source: DB FX Pricer 9/4/14 USDCNH Spot Ref: 6.1533 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 Settlement: Fri 14-Aug-2015 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0114092 CONFIDENTIAL SDNY_GM_00260276 EFTA01455370