EFTA01207062.pdf

From: Vahe Stepanian To: Jeffrey Epstein <[email protected]> CC: Daniel Sabba , Ariane Dwyer , Paul Morris Stewart Oldfield , "'Richard Kahn"' Subject: RE: Trade Report 8/12/14 - USDCNH lyr Put [C] Date: Fri, 07 Aug 2015 15:50:18 +0000 Inline-Images: image003.png; image004.png; image005.gif; image006.gif; image001.jpg Classification: Confidential Jeffrey — recall that you are long a CNH option that will expire on Wednesday, Aug. 12th - details in email at bottom. Ahead of the expiry, we wanted to send pricing in case you wish to roll for another year. Indicative pricing is for an option struck around current USD/CNH spot. Indicative pricing is as follows: Spot ref = 6.2173 Southern Financial buys European USD Put on USD/CNH Strike: 6.218 Notional: USD 75,000,000 Expiry: Tue 09-Aug-2016 (1y) Premium: USD 295,000 Please let us know if you have questions. Thank you, Vahe CNN 1 6.2163 BGN 6.2162/6.2165 BGN 10:47 0 6. 2176 Hi 6.2246 to 6.2146 Close 6.2177 Value 08/11/15 99 Save As... Sirical tine Chart DS/07/2014 os o7 2015 test Price =MOW Compare rov. Av5≤ ID 3D IM bM YTD 3Y SY Max Daily V Secunty/Stuay 0 EFTA01207062 -- Forwarded by Vaemilliiiiiwn 01/1412015 08:57AM -- From: To: t' a >011FLIRAINT Cc: Dale: 08/1212014 10:55AM Subject: Trade Report 8112114 - USOCNH 1r Put [C) Classification: Confidential Jeffrey - Trade report as follows: TradeType EUR BuySell Client Buys Currencyl USD CP Put Notionall 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 PremiumDate Thu 14 August 2014 Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Mena ament Posidtri,cfrr PeefoyneL 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. EFTA01207063