EFTA01461140.pdf

From: Tazia Smith Sent: 10/23/2013 9:51:27 AM To: [email protected] CC: Paul Morris I I; Caroline Kitidis I I; Vahe Stepanian Subject: Classification: Confidential Good Morning Jeffrey — Thank you for the meeting yesterday — fantastic spending time with you and we're excited to get to work. Per our discussion: (1) Enter USDMXN -Deposit Plus" (consider a 1mo with a 13.20 strike, —6%. Indicative levels below) (2) USDJPY risk reversal (1yr 97.84(atmf)/90) (3) AAPL in the money buy-and-write (earnings on 10/28) (4) Buy USD Payer Swaption (or spread) (5) Begin profit-taking among long-duration/perpetual preferreds (6) Holding ARIA (call option at this point, bellwether for other biotech trades) (7) WTI option to monetize spike - and reversion! - within 6mos Darren and I are finalizing the ISDA. I will refresh levels and call you to trade once that agreement is executed. Call you on AAPUlisted trades in the interim. Speak with you soon, Tazia PS. I read the NYT article on yeast engineering! Updated at 9:23:15 CCY pair USDMXN Deposit CCY USD Spot rate 12.9369 Zone cut BA (New York) Yield Tenorfixo1 QUM igna 5.50St ika 5..2gt Litt .7.5014 ipSfft tS 9.4n 1.51Th 06-Nov-13 (2W) 0 1700 13.1937 13.1807 13 1683 13 1666 13.1453 13.1346 13 1243 13.1145 13.1050 13.0958 21.11or-13 (181) 0. 1650 13.2478 13.2230 13.1996 13 1776 13.1568 13.1371 13.1183 13.1004 13.0833 13.0669 Source: 0B Autobahn 10/23/13. Indicative levels only. Subject to market movement. Tazia Smith Director I Key Client Partners - US Deutsche Sank Sectintes Inc Deutsche Asset & Wealth Management 345 Park Avenue. 26th Floor New Tel. Fax Moth Emai CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 122984 CONFIDENTIAL SDNY_GM_00269168 EFTA01461140