EFTA01202788.pdf

From: Tazia Smith To: [email protected] Cc: Paul Morrisale i Nav Gupta , Vahe Stepanian Subject: Re: Indicative Levels - USDCNH lyr Options [C] Date: The, 12 Aug 2014 14:41:47 +0000 lane-Images: unnamed; unnamed(1); unnamed(2) Classification: Confidential Jeffrey — That' done for Southern Fnl at 36.4bps ($173,000 premium) 1yr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: jeffrey E? leevacation@gmaitcom> To: Tazia Smithfclbidbcom@DBAMERICAS, Dale: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH 1yr Options [CI 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% /2.215% 1yATMF (6.2723) USDCNH call: 1.041% / 1.190% 1yATMF /ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 EFTA01202788 1y ATMS (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 lyr Price History USDCNH 1 6.1604 +.0069 BGN 6.1602 /6.1606 BGN At 8:29 0. 6.1536 Hi 6.1622 Lo USDCNH BGN Curn 9 Save As 9 Actions - 9 E - 90 Table ' Line Chart 08/1212013 'MBERPMMIEMEM MEEIMILIrle Compore vc, MEM ho Lower Chart rizaN 1D 3D 1M 614 YTD NEL SY Max Daily • ra a: Security/Study ult Event 0 + Track Annotate News O, Zoom • Last Price 6.1604 .-6.2500 I High on 05/28/14 6.2645 -0- Average 6.1370 1 Low on 01/20/14 6.0196 I-6.2000 6.1604 O.1JVAJ .-6.1000 .-6.0500 p- I Sep Dec Mar Jun 2013 2014 L Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 10154-0004 New York. NY. USA Tel. Fax Mobile Email Pan-ion..-to-Pei'form. 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. EFTA01202789 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. 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. EFTA01202790