EFTA01461667
EFTA01461668 DataSet-10
EFTA01461669

EFTA01461668.pdf

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2) Buying vanilla European style out-of-the-money USDINR puts, funded by selling OTM calls on USDINR 6month expiry spot ref 58.67 Buy USDINR put strike 58.08 (ATMspot -1%) Sell USDINR call strike 64.18 (ATMspot +9.4%) Net upfront premia zero I see from your last msg you want 9months. I'll price those and get back to you. Nay Nav Gupta Managing Director Deutsche Bar* AG. Filial° London Deutsche Asset 8 Wealth Management 105/106 Old &oad St (Pinners Hall). EC2N 1EN London. United Kingdom Tel. +44 (20) 7*4-11§13 Mobile +44 7887 628487 Email nay.guotafiffidhcom My proposed ideas are being delivered to you by the DeAWM Key Client Partners ("KCP") London desk for discussion purposes only. and do not create any legally binding obligation on the part of Deutsche Bank AG and / or its elates ("DB"). These ideas are for the consideration of the intended recipients of this mall only. The KCP London desk does not provide investment advice. All intended recipients are Professional investors (as defined by MiFID). YAo understand the strategy. characteristics and risks associated with any ideas proposed herein and will be able to evaluate it Independently. All trades on proposed ideas shall be subject to the relevant internal approvals prior to execution. Petniintir Pe.'fon►,. This e-mail may contain confidential and/or privileged information. If you are not the intended recipient (or have received this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or distribution of the material in this e-mail is strictly forbidden. Please refer to http://www.db.com/en/content/eu disclosures.htm for additional EU corporate and regulatory disclosures and to http://www.db.com/unitedkinadom/content/privacy.htm for information about privacy. 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0123845 CONFIDENTIAL SDNY_GM_00270029 EFTA01461668
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a0feae9420066f3b25bd5a162cfa045944f8df73e41f5504fb3567f42673e9cf
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EFTA01461668
Dataset
DataSet-10
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document
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1

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