EFTA01202797.pdf

From: "Jeffrey E." <jeevacation(iiumail.com> To: Tazia Smith , Paul Morris >, Richard Kahn Subject: Re: Indicative Levels - USDCNH lyr Options [C] Date: The, 12 Aug 2014 14:45:38 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2) 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) lyr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From. Jeffrey E." <jeevacationagmaiLcom> To: Tazia Smith/db/dbcom@DBAMERICAS. Date: 08/12/2014 10:23AM Subject: Re: Indicative Levels - USDCNH 1yr Options (CJ 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) EFTA01202797 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF -F3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1y ATMS (6.1604) USDCNH put: 0.256% / 0.38% 1y ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH 1yr Price History MUSDCNH i 6.16O4 -.0069 BGN 6.1602 /6.16O6 BGN At 8:29 Op 6.1536 Hi 6.1622 Lo 6.1532 Close 6.1535 Value 08/14/14 USDCNH BGN Curn —n Save As 9e Actions - 97) Edit - aT 90 ble ' Line Chart .1/12/2013 03/12/2014 Last Price • .27: \ Compare v.: ffi ffi No Lower Chart MOM 10 3D 1M 6M YTD . 1Y . SY Max Daily • « e.Y. Security/Study 101 Event O 4» Track Annotate News O, Zoom 6.1604 0-6.2500 1 • Last Price I High on 05/28/14 6.2645 -9- Average 6.1370 1 Low on 01/20/14 6.0196 0-6.2000 .41Pla 4 0-6.1000 0-6.0500 Mar Jun 2014 Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 10154-0004 New York. NY. USA Tel. Fax Mobile Email Passi,--to-Perfarcit EFTA01202798  This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA01202799