EFTA01446828.pdf

Indicative level only. Subject to market movement. Source: DB WM FX Sales, 1/31/14. (full detail below) Best Regards, Tazia Spot ref = 102.25 Leg 1: European Option Call <Client> buys European USD Call on USD/)PY Strike: 102.75 Notional: USD 10,000,000 Expiry: Thu 01-May-2014 (3m) Settlement: wed 07-May-2014 ZoneCut: NY Premium: USD 191,400 Premium Date: Tue 04-Feb-2014 Leg 2: ITM Knockin Call <Client> sells European USD Call on USD/JPY with American Reverse Knock-In Strike: 107 Notional: USD 10,000,000 American Reverse Knock-In: 110 Expiry: Thu O1-May-2014 Settlement: wed 07-May-2014 ZoneCut: NY Premium: USD -28,300 Premium Date: Tue 04-Feb-2014 Leg 3: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 100 Payout: USD 125,000 Payout Ccy: <PayCurrency> Postpone Rebate: <PostponeRebate V/N> Expiry: Thu 01-May-2014 Settlement: wed 07-May-2014 ZoneCut: NY Premium: USD -74,120 Premium Date: Tue 04-Feb-2014 Net Premium: <Client> Pays USD 88,980 From: Tazia smith/db/dbcom To: jeevacationOgmail.com, Cc: Paul Morris, vinit Sahni/db/dbcomODBEMEA, Nav Gupta/db/dbcomODBEMEA, Vahe Stepanian/db/dbcomODBAmericas Date: 01/30/2014 06:26 PM Subject: 10yr S/V.... [C] Classification: Confidential CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0101228 CONFIDENTIAL SDNY_GM_00247412 EFTA01446828