EFTA01202804.pdf

From: Tazia Smith To: [email protected] Cc: Paul Moms Richard KaInclallr>, Vahe Stepanian , Nav Gupta Subject: Trade Report 8/12/14 - USDCNH lyr Put [C] Date: Tue, 12 Aug 2014 14:55:10 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2); unnamed(3); unnamed(4) Classification: Confidential Jeffrey - Trade report as follows: TradeType EUR BuySell Client Buys Currencyl USD CP Put Notionall 75,000,000 Currency2 CNH Notional2 -462,000,000 Strike 6.1600 ZoneCut TK: 15:00 hours (Local time in Tokyo) ExpiryDate Wed 12 August 2015 SettlementOate Fri 14 August 2015 FixingReference SPOT Premium 273,000 PremiumTerms USD PremiumDate Thu 14 August 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 Peefernn EFTA01202804 From: leffrey E. <jeevacation©gmail.com> To: Tazia Smith/db/dbcorn©DBAMERICAS. Paul Monisidb/dbcom©DBAMERICAS. Richard Kahn Dale: 08/1212014 10:46 AM Subject: Re: Indicative Levels - USDCNH 1yr Options (CI 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 ($173,000 premium) 1yr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: "jeflrey E." <jeevacation®gmail.com> To: Tazia Smith/db/dbcom@DBAMERICAS. Date: 08/1272014 10:23 AM Subject: Re: Indicative Levels - USDCNH 1yr Options [CI 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% EFTA01202805 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1y ATMS (6.1604) USDCNH put: 0.256% / 0.38% 1y ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH 1yr Price History USDCNH 16.1604 +.0069 BGN 6.1602/6.1606 BGN At 8:29 0. 6.1536 Hi 6.1622 Lo 6.1532 Close 6.1535 Value 08/14/14 USOCNH BGN Curn 99 Save As wi Actions - 91) Edit - 9$ Table Line art 08/12/2011 CS/12/2014 Last Price • Line Con-pre v.:, No Lower Chart REM^ D 1K 6FI YTD 1Y SY Pax Daily • la t Security/Study 14 Event O Tdck Annotate News Os Zoom 0-6.2500 1 • Last Price 6.1604 T High on 05/28/14 6.2645 -9- Average 6.1370 1 Low on 01/20/14 6.0196 I-6.2000 6.1604 0.0.J.Duu .-6.1000 P-6.0500 Sep Mar Jun 2013 2014 Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 ParkAvenue. 10154-0004 New York. NY. USA Tel. Fax Mobile Email Pail4b1,1Trgeform, 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 EFTA01202806 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 This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication EFTA01202807 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. EFTA01202808