EFTA01462230.pdf

From: Tazia Smith Sent: 9/23/2014 9:25:24 AM To: "eeyacation@ mail.com CC: • Paul Morris [ 01; Vahe Stepanian Subject: USDJPY position (+$67.99k} + FX Update Good Morning Jeffrey - Your zero-cost triple-no touch USDJPY position that matures 11/20 is presently valued at $67.99k (detail below, source: DB AWM FX Sales, 9/23/14) Also below are the top-13 trade ideas from our Chief FX Strat, FYI. As you know, some volatility returning to the FX markets. Let us know if you share/have differing views with the below and we will price specific trade implementations accordingly. TDS USDJPY Spot ref = 108.57 Net Premium: <Client> Receives USD 67,992 Leg 1: European Option Call <Client> sells European USD Call on USD/JPY Strike: 101 Notional: USD 1,000,000 Expiry: Thu 20-Nov-2014 Settlement: Tue 25-Nov-2014 ZoneCut: NY Premium: USD -69,420 Premium Date: Thu 25-Sep-2014 Leg 2: One Touch <Client> buys One Touch on USD/JPY payout Barrier: 99 Payout: USD 21,000 Payout Ccy: <PayCurrency> Postpone Rebate: <PostponeRebate Y/N> Expiry: Thu 20-Nov-2014 Settlement: Tue 25-Nov-2014 ZoneCut: NY Premium: USD 618.45 Premium Date: Thu 25-Sep-2014 Leg 3: One Touch <Client> buys One Touch on USD/JPY payout Barrier: 98 Payout: USD 21,000 Payout Ccy: <PayCurrency> Postpone Rebate: <PostponeRebate Y/N> Expiry: Thu 20-Nov-2014 Settlement: Tue 25-Nov-2014 ZoneCut: NY Premium: USD 456.75 Premium Date: Thu 25-Sep-2014 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 124682 CONFIDENTIAL SDNY_GM_00270866 EFTA01462230