EFTA02689009.pdf

From: jeffrey E. <[email protected]> Sent: Thursday, August 28, 2014 2:38 PM To: Richard Kahn Subject: Re: FX Indicative Levels (C] Should include indicated euro level On Thursday, =ugust 28, 2014, Richard Kahn > wrote: Was not sure of you wanted to close euro trade this =eek. Unrealized profit looks great. Nice trade. Sent from my =Phone Begin forwarded message: From: Tazia Smith Date: August 28, 2014 at 8:47:08 AM EDT To C <javascript:_e(%7 Subject: FX Indicative Levels (CI <=blockquote> Classification: Confidential Good Morning Rich - FYI only below. Indicative levels. Subject to market movement. Source: DB FX Pricer, 8/28/14. <Client> sells Put, buys Call on EUR/USD in a Risk Reversal Put Strike: 1.345 Call Strike: 1.38 Notional: EUR 10,000,000 EUR Expiry: Mon 08-Sep-2014 Settlement: Wed 10-Sep-2014 ZoneCut: NY Premium: USD -271,700:4,700 (-267,000) Premium Date: Tue 02-Sep-2014 Client receives: $267,000 (+$267,000 p/I) EFTA_R1_02026856 EFTA02689009  Leg 2: European Option Put <Client> sells European USD Put on USD/CNH Strike: 6.16 Notional: USD 75,000,000 Expiry: Wed 12-Aug-2015 Settlement: Fri 14-Aug-2015 ZoneCut: TK Premium: USD -207,750 (.277%/.378%) Premium Date: Tue 02-Sep-2014 Client receives: $207,750 (-$65,250 p/I) Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 111111111111 This communication may contain confidential and/=r privileged information. If you are not the intended recipient (or have received this communicationar> in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the<=r> 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. Q=A0 please note The information conta=ned in this communication is confidential, may be attorney-client privileged, may constitute inside i=formation, and is intended only for the use of the addressee. It is the=property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited 2 EFTA_R1_02026857 EFTA02689010 and may be unla=ful. 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 attachm=nts. copyright -all rights reserved 3 EFTA_R1_02026858 EFTA02689011