EFTA01462104.pdf

From: TanaSmith Sent: 8/12/2014 8:55:50 AM To: [email protected] CC: Paul Morris [1 ]; Nay Gupta Vahe Stepanian Subject: Indicative Levels - USDCNH lyr Options (CI Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) y ATMS (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 ly 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 1yr Price History USDCNH 1 6 . 1604 -.0069 ' 6.1602 6.1606 8:29 ':u 6.1536 9i 6.1622 Li 6.15:2 6.1535 08/14/14 USOCNH BGN Curn 99 Save As 9$ Actions • 9') Edit • 90 Table Line Chart NV1212013 06/12,7014 Last Price MEM Lime IMO®® foLower Chart Ma PI 1) 3:, 1M 6M YTE3 It SY Max Da. ty • ieci.ntryably curt + Track t Annotate News Zoom • Last Price 6.1604 -6.2500 T High on 05/28/14 6.2645 4- Average 6.1370 Low on 01/20/14 6.0196 P-6.2000 6.1604 O..13Vt/ •6.1000 1-6.0500 r Sep Mar Jun 2013 2014 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 124474 CONFIDENTIAL SDNY_GM_00270658 EFTA01462104