EFTA02398366.pdf

From: Tazia Smith Sent: Tuesday, August 12, 2014 2:25 PM To: [email protected] Subject: Re: Indicative Levels - USDCNH 1yr Options [C] Classification: Confidential understood, will bid there at 38bps Tazia Smith Director ] Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management Email [email protected] <mailto: From: "jeffrey E." <jeevacation@ mail.com> To: Tazia Smith/db/dbcom@ Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH 1yr Options [C] 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith > wrote: Classification: Confidential Jeffrey - EFTA_R1_01432289 EFTA02398366 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 ly ATMS (6.1604) USDCNH put: 0.256% / 0.38% ly 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 Tazia Smith Director Key Client Partners - US DB Securities Inc Fax + tel:°%2B1%28646%29257-3131> Mobile + <tel:%2B1%20%28917%293a 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 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] <mailto:[email protected]> , and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved 2 EFTA_R1_01432290 EFTA02398367 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. 3 EFTA_R1_01432291 EFTA02398368