EFTA01386914.pdf

From: Martin Zeman Sent: 12/6/2017 5:24:45 PM To: Paul Barrett )I CC: Xavier Avila Stewart Oldfield Subject: Indicative R/R on 10Y US rates Paul, Here are the indicative rates options prices. I haven't marked up anything so let's talk about it. 1. 1. Client buy 6ml0y 2.5 payers 10mm Client sells 6m10y 2.2 receivers 10mm 2. Offered at 0.32% (mid=0.30%) 3. (payer mid is 1.07%) 4. 5. 2. Client buys 6ml0y 2.4 payers 10mm 6. Client sells 6ml0y 2.2 receivers 10mm 7. Offered at 0.7075% (mid=0.6875%) 8. (payer mid is 1.465%) price in spot premium to be settled T+2 from trade date fwd swap rate reference 2.393% - need to refresh for live level on execution Martin I Martin Zeman Director I Key Client Partners Deutsche Bank Wealth Management CIB Securities Inc 345 540004 New York. NY. USA Tel. Mobile Email KCP products and services am intended and available only for persons who am sophisticated institutional investors within the meaning of the FINRA Rule 4512(C)(3). and who am capable of evaluating the strategies. characteristics and investment risks of. and exercising independent judgment in evaluating, the ideas and products discussed herein. Trades and transactions are subject to relevant internal approvals of OBS/ or its affiliates prior to execution, and the execution of any transaction or idea discussed herein is conditional on your becoming a client of Deutsche Bank. Key Client Partners (KCP) products, investment ideas and solutions and related matters dscussed herein are provided for discussion purposes only, and strictly on a non- advisory basis. The KCP Americas desk does not provide investment advice. The information set forth herein is confidential andpersonal to you and is being presented for your information and for discussion purposes only. Any reproduction ancYor redistribution thereof (in whole or in part) or disclosure of its content without our written consent is strictly forbidden. This communication does not create any legally binding obligation on the part of DB& or any Wits affiliates. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0088841 CONFIDENTIAL SDNY_GM_00235025 EFTA01386914