EFTA02688709.pdf

From: Richard Kahn < Sent: Thursday, August 28, 2014 3:10 PM To: Jeffrey Epstein Subject: Fwd: FX Indicative Levels [C] Sent from my iPhone Begin forwarded message: From: Tazia Smith <mailto >> Date: August 28, 2014 at 10:49:01AM EDT To: <mailto Cc: Vahe Stepanian < <mailto >> Subject: Re: FX Indicative Levels [CI Classification: Confidential Indicative levels. Subject to market movement. Source: DB FX Pricer, 8/28/14. EURUS0 Spot Ref: 1.3165 <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 -284,200:4,700 (-279,500) Premium Date: Tue 02-Sep-2014 Client Receives: $$279,500 (+$279,500 p/I) USDCNH Spot Ref: 6.1515 Leg 2: European Option Put <Client> sells European USD Put on USD/CNH Strike: 6.16 Notional: USD 75,000,000 EFTA_R1_02022011 EFTA02688709  Expiry: Wed 12-Aug-2015 Settlement: Fri 14-Aug-2015 ZoneCut: TK Premium: USD -203,250 (.271%/.372%) Premium Date: Tue 02-Sep-2014 Client Receives $203,250 (-$69,750 p/I) Tazia Smith Director Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. Fax Mobile Email <mailto From: Richard Kahn < <mailto >> To: Tazia Smith/db/dbcom@DBAMERICAS, Date: 08/28/2014 10:40 AM Subject: Re: FX Indicative Levels IC] when you send these emails please include level of euro when quoted. Can you please refresh and resend. Thanks. Sent from my iPhone On Aug 28, 2014, at 8:47 AM, Tazia Smith < <mailto > wrote: Classification: Confidential Good Morning Rich - FYI only below. Indicative levels. Subject to market movement. Source: DB FX Pricer, 8/28/14. 2 EFTA_R1_02022012 EFTA02688710 <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 -271,700:4,700 (-267,000) Premium Date: Tue 02-Sep-2014 Client receives: $267,000 (+$267,000 p/I) Leg 2: European Option Put <Client> sells European USD Put on USD/CNN Strike: 6.16 Notional: USD 75,000,000 Expiry: Wed 12-Aug-2015 Settlement: Fri 14-Aug-2015 ZoneCut: TK Premium: USD -207,750 (.277%/.378%) Premium Date: Tue 02-Sep-2014 Client receives: $207,750 (-$65,250 p/I) <mime-attachment.gif> Tazia Smith Director I Key Client Partners - US 0B Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154.0004 New York, NY, USA <mailto <mime-attachment.gif> 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. 3 EFTA_R1_02022013 EFTA02688711 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. 4 EFTA_R1_02022014 EFTA02688712