EFTA01462101.pdf

From: Tazia Smith Sent: 8/12/2014 8:55:49 AM To: 'eevacation@ maitcom CC: ; Paul Morri Nay Gupta j; Vahe Stepanian Subject: Indicative Levels - USDCNH lyr Options ICI Attachments pic30485.gif; pic03037.gif; pic18107.gif 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 ly 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: D6 FX Pricer, 8/12/14 USDCNH lyr Price History (Embedded image moved to file: pic30485.gif) (Embedded image moved to file: pic03037.gif) Tazia Smith Director I Key Client Partners - US D8 Securities Inc Deutsche Asset & wealth management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. +1(212)454-2889 Fax +1(646)257-3131 Mobile +1 (917)327-4107 Email [email protected] (Embedded image moved to file: pic18107.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 124470 CONFIDENTIAL SDNY_GM_00270654 EFTA01462101