EFTA01447211.pdf

From: Matthew °Connor Sent: 4/17/2014 3:37:50 To: "Revocation mail.com' [[email protected]); Paul Morris [ ; Tazia Smith CC: • Matthew OConnor :Patin Bindal j; MO Commodities [ James Prateek Jain [ ; Stavros Valavanis Subject: Trade recap (DB / SOFL) Classification: External Communication Jeffrey - Thanks for the trade. To recap: Underlying: Jun14 WTI Bloomberg code: CLM4 <comdty> RMS counterparty code: SOFL SOFL sells $101 call for 53.27/bbl SOFL buys $93.5 put for 4.15/bbl Premium: DB pays S3.12/bbl (S312,000) Notional: 100,000 bbl s on each leg Both legs knock out if on any day co44 fixes below S20/bbl. This trade fully unwinds existing trade. CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0101771 CONFIDENTIAL SDNY_GM_00247955 EFTA01447211