EFTA01206371.pdf

From: Richard Kahn To: "jeffrey E." <[email protected]> Subject: Fwd: EURUSD (+$140.4k), USDCNH(-$43.5k) [C] Date: Tue, 19 Aug 2014 15:10:56 +0000 Inline-Images: Mail_Attachment.gif; Mail_Attachment(1).gif update from Tazia on new positions.. Richard Kahn HBRK Associates Inc. Begin forwarded message: From: Tazia Smith Subject: EURUSD (+$140.4k), USDCNH(-$43.5k) [C] Date: August 19, 2014 at 11:09:44AM EDT To: Cc: Paul Morris < Glassman, Vahe Ste avian >, Nay Gupta >. Marie Classification: Confidential Good Morning Rich - Refreshed indicative levels: USDCNH Put (spot ref 6.144) sells European USD Put on USD/CNH Strike: 6.16 Notional: USD 75,000,000 Expiry: Wed 12-Aug-2015 Settlement: Fri 14-Aug-2015 ZoneCut: TK Premium: USD -229,500 (30.6bps/43.3bps) Premium Date: Thu 21-Aug-2014 Client Receives $229,500 (Net PIL: 443,500) EURUSD Risk Reversal (spot ref 1.3318) <Client> sells Put, buys Call on EUR/USD in a Risk Reversal Put Strike: 1.345 Call Strike: 1.38 Notional: EUR 10,000,000 EUR Expiry: Mon 08-Sep-2014 Settlement: Wed 10-Sep-2014 ZoneCut: NY Premium: USD -144,700:4,300 (-140,400) (1.404%I1.495%) EFTA01206371 Premium Date: Thu 21-Aug-2014 Client Receives: $140,400 (Net P/L: +$140,400) Tazia Smith Director i Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management glicift,lirgefernst 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. EFTA01206372