EFTA01458067.pdf

To: Richard Kahn < >, Daniel Sabba < Subject: RE: Cnh trade ICI Classification: Confidential Rich - we confirmed with our traders that the option currently does not have any value. Recall the trade details are as follows: TradeType EUR BuySell Client Buys Currencyl USD CP Put Notional' 75,000,000 Currency2 CNH Notional2 -462,000,000 Strike 6.1600 ZoneCut TK: 15:00 hours (Local time in Tokyo) ExpiryDate Wed 12 August 2015 SettlementDate Fri 14 August 2015 FixingReference SPOT Premium 273,000 PremiumTerms USD PremlumDate Thu 14 August 2014 Thank you, Vahe CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 117839 CONFIDENTIAL SDNY_GM_00264023 EFTA01458067