EFTA01455119.pdf

that does not sound right , are you sure its on 75 milion 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) lyr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: "Jeffrey E." <jeevacationegmail.com› To: Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH lyr Options [C) 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) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1y ATMS (6.1604) USDCNH put: 0.256% / 0.38% ly ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH lyr Price History (Embedded image moved to file: pic00231.gif) (Embedded image moved to file: pic18537.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113659 CONFIDENTIAL SDNY_GM_00259843 EFTA01455119