EFTA00832732.pdf

From: Richard Kahn To: Vahe Stepanian Cc: Jeffrey Epstein [email protected]>, Daniel Sabba , Ariane Dwyer Paul V Morris Subject: Re: EURUSD Indicative Pricing [C] Date: Thu, 03 Mar 2016 18:17:48 +0000 thank you for sending revised as pricing as improved nicely.. please clarify below as i believe your summary headers have not been updated from original email.. new pricing 1.12 / 1.075 new pricing 1.13 / 1.0675 Richard Kahn HBRK Associates Inc. On Mar 3, 2016, at 1:12 PM, Vahe Stepanian > wrote: Classification: Confidential Jeffrey — please find refreshed indicative levels below per Rich's request. Thank you, Vahe Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry Spot Ref 1.0938 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.075 EFTA00832732 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Selling 1.13 Call Buying 1.056 EUR Put 6 month expiry Spot Ref 1.0938 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.0675 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 From: Richard Kahn [mailto: Sent: Thursday, March 03, 2016 12:21 PM To: Vahe Stepanian Subject: Re: EURUSD Indicative Pricing [C] thank you can you please reprice and resend with euro now at 1.0939 as of 12:20pm thanks Richard Kahn HBRK Associates Inc. tel fax cel On Mar 3, 2016, at 9:33 AM, Vahe Stepanian < > wrote: Classification: Confidential Jeffrey — please find indicative EURUSD pricing below per my conversation with Rich. EFTA00832733 Please let us know which strike you'd like to execute and we will follow up with live levels. Thank you, Vahe Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry Spot Ref = 1.0904 European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.0675 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry Spot ref = 1.0907 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.056 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Vahe Stepanian Key Client Partners Deutsche Bank Securities Inc. Tel EFTA00832734 Mobi Email 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. 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. EFTA00832735