EFTA01197442.pdf

From: "jeffrey E." <jeevacation®gmail.com> To: Richard Kahn Subject: Fwd: USDCNH puts [C] Date: Tue, 11 Aug 2015 15:39:58 +0000 Attachments: Executed_CNH_Option_8.25.14.pdf 22764629.gif; 22792565.gif; 22680917.gif notice confirm says cny not cnh ------ Forwarded messy e From: Daniel Sabba Date: Tue, Aug 11, 2015 at 9:33 AM Subject: USDCNH puts [C] To: "Jeffrey E." <jeevacation mail.com> Cc: Paul Morris , Stewart Oldfield Vahe Ste anian , Ariane Dwyer , Tazia Smith Richard Kahn Classification: Confidential Jeffrey — Vahe spoke to Rich this morning about the USDCNH puts which Southern Financial purchased last year. Please see below the execution email and attached the executed official confirm of the transaction. As you purchased USD puts / CNH calls, this morning's move of weaker yuan went against the direction of the USDCNH puts you own. Please let us know if you would like to discuss this matter in further details — we suggest a call to discuss. Best regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. From: leffreY E.' lassaastiamailssm> Tana Smithrdb/dbca To: Date: 08/1212014 10:23AM Re: Indicative Levees USDCNH 1yr Options [CI Subject: EFTA01197442 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith c > wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1yATMS (6.1604) USDCNH call: 1.041% /2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1yATMS (6.1604) USDCNH put: 0.256% / 0.38% 1y ATMF (6.2723) USDCNH put: 1.007%/ 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH 1yr Price History USDCNH 1....:N 6.1602 6.1606 _ _', :L' 8:29 0. 6.1536 Hi 6.1622 I 6.1532 Close 6. 1535 Value 08/14/14 USDCNH BGN Curn Grer'iricrtions - Wble Line Chart 08/12/2014 _ast Price CEEMBIZZI" :la:smart Nov. Avgs IMMM \o Lowe Chart Mr! ID 2: :Y r. Y ,":. IV SY Vac Daily V -- lire SecLrety/Slucly al Event Track z Annotate ---. News , Zoom o• Last Price 6.1604 6.2.500 T High on 05/28/14 6.2645 Average 6.1370 .l. Low on 01/20/14 6.01% 6.2000 6.1000 6.0500 Sep Dec Mar Jun 2013 2014 EFTA01197443  Tazia Smith Diector I Key Client Partners - US Pcts-cio-K.-trf ?ewelon- 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. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved 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. My 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. please note EFTA01197444 The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA01197445