EFTA01459924.pdf

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. Mobile 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 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120702 CONFIDENTIAL SDNY_GM_00266886 EFTA01459924