EFTA01455106.pdf

From: "jeffrey E." <[email protected]> To: Tazia Smith Paul Morris Richard Kahn Date: 08/12/2014 10:46 AM Subject: Re: Indicative Levels - USDCNH lyr Options [C] why is there no indication of buy or sell on confirm 40 basis points on 75 million? how is that 173k On rue, Aug 12, 2014 at 8:41 AM, Tazia Smith <tazia.smith0db.comi. wrote: Classification: Confidential Jeffrey -- That' done for Southern Fnl at 36.4bps (5173,000 premium) lyr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: "jeffrey E." <[email protected]> To: Tazia Smith Date: 08/12/2014 10:23 AM subject: Re: Indicative Levels - USDCNH lyr Options [C] 75 million notional puts at 38 basis points on Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith <[email protected]> wrote: 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0113640 CONFIDENTIAL SDNY_GM_00259824 EFTA01455106