EFTA01802814.pdf

From: Tazia Smith .c l> Sent: Friday, February 7, 2014 5:34 PM To: [email protected] Subject: Re: ...barrier note (us and euro combo) and BMY stabilizing.... [C] Classification: Confidential Jeffrey - "Worst of note, therefore the reference the performance of the lesser of the Eurostoxx or the Russell 2k. Current levels, 80% barrier, 111.5% min contingent level, and 3yr price history charts (with 80% barriers delineated) are below. Russell 2000 Current: 1112 80%: 889 111.5%: 1240 SXSE Current: 3038 80%: 2430 111.5%: 3387 "lesser of" return Barrier breached Barrier not breached (daily observation) 30% 30% 30% 20% 20% 20% 10% 10% 11.50% 5% 5% 11.50% 0% 0% 11.50% -5% -5% 11.50% -10% -10% 11.50% -15% -15% 11.50% -20% -20% NA -30% -30% NA For illustrative purposes only. Source: DB WM Structured Solutions, 2/7/14. Eurostoxx 50 3yr Price History Russell 2000 3yr Price History Tazia Smith EFTA_R1_00145463 EFTA01802814 Director Key Client Partners - US Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 26th Floor New York, NY 10154 Tel. Fax Mobil Email From: Jeffrey Epstein c'eevacation mail.com> To: Tazia Smith/ Date: 02/07/2014 12:08 PM Subject: Re: ...barrier note (us and euro combo) and BMY stabilizing.... [C] speadsheet out returnds for me thanks On Fri, Feb 7, 2014 at 10:29 AM, Tazia Smith ci l > wrote: Classification: Confidential Good Morning Jeffrey - I called be I'd priced this short dated S&P Feb22 1780/1770 put spread trade to fade the post-NFP bounce but the S&P just retraced a quick 6 points and ate into the payout. Be back -- and/or let me know if you hat that that view! What were your thoughts on the Eurostoxx + Russell 2000 Contingent Min/Barrier note? I thought the combining the euro and US views, uncapped upside was attractive. Monday may be better day to trade, but please let me know if you liked the structure so I can re-price. 13mo Contingent Minimum Return Worst-of Note (Eurostoxx50 and Russell 2000): WoF SXSE/RTY 11.5% Cant Min Return 80% Barrier Daily obs. uncapped max loss: 100% Indicative levels only, subject to market movement, source: DB AWM Structured Solutions, 2/5/14. Within your healthcare theme, BMY starting to stabilize, consider initiating your position BMY (2.0 in your percentages). 6mo charts below for your convenience. 2 EFTA_R1_00145464 EFTA01802815 BMY 6mo Price History Speak with you soon, Tazia Tazia Smith Director I Key Client Partners - US Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 26th Floor New York, NY 10154 Tel. Fax 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. 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 Jeffrey Epstein 3 EFTA_R1_00145465 EFTA01802816 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 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. 4 EFTA_R1_00145466 EFTA01802817