EFTA01455104.pdf

Subject. Re: Indicative Levels - USDCNH 1yr Options [C] why is there no indication of buy or sell on confirm 40 basis points on 75 million? how is that 173k On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith ‹ > wrote: Classification: Confidential Jeffrey — That' done for Southern Fnl at 36.4bps ($173,000 premium) 1yr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From. lettrey E." cjetvacationebomail.com> To. Tazia Srnithdbldbcom*DBAMERICAS, Date: 08/12/2014 10:23AM Subject: Re: Indicative Levels - USDCNH 1yr Options IC] 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113636 CONFIDENTIAL SDNY_GM_00259820 EFTA01455104