EFTA01192270.pdf

From: Tazia Smith <I To: [email protected] Cc: Paul Morris Vinit Sahni <I >, Nav Gupta Vahe Stepanian Subject: Ruble binary update on RUB strength.... [C] Date: Wed, 19 Mar 2014 13:34:22 +0000 Inline-Images: unnamed; unnamed(1) Classification: Confidential Jeffrey - Just keeping you posted as USDRUB responds to Putin's "diplomacy"... You are down $167,000 on your USDRUB Binary, 37.595 strike for $1mm payout, european observation on 4/15. Indicative bid on the binary is $83,000, spot ref 35.91 Source: DB FX Trading, 3119114 1-Month USDRUB Price History I RUB 1 35-9:318 - .3145 BGN 35.9249 /35.9387 BGN At 9:24 Op 36.2525 Hi 36.2746 Lo 35.8938 Close 36.2463 Value 03/20/14 ` r- EMI Op CO •EEil conPare w.. AV25 MEM= Inn' FlD 3D 11.1 6?-1 YTD 1Y SY Ma, 20 Min V tCl e SeDuriDdStuDte 14 Event to. 0 I. I. I Trackr z i Amiptate r N6WS i I 0 . 1 Z08M I I I I I It I 1 1 1 1 f 1 .36.6000 1 1 1 1 1 1 I I I I I .36.4000 I I I I I I I I I I I I L L I I L I I 1 1 .36.2000 I I I I I 1 1 1 1 1 1 1 1 I F F I F I I F I l I I F va ni I 1 1 1 1 1 I I I 1 1 1 1 I I 1 r 1 1 o• Last Price 35.9318' .35.8000 I I 4 F I 4 T High.on.03//7.03;5/...M.70.a. -4.- Average 36.1762. .35.6000 1 1 1 1 1 I I I I 1 Low on 02/24 04:00 35.4300 I. 1 1 .1 l l j j • Prey Close 35.6545. .35.4000 I I I I I I I I I I 20 21 24 25 26 27 28 03 04 OS 06 07 10 11 12 13 14 17 18 19 Feb 2014 Mar 2014 1-Year USDRUB Price History EFTA01192270  RUB t 35.9299 ..----.+^--+..."_ BON 35.9194 /35.9405 Bel At 9:24 0 36.2525 F.1 36.2746 Lo 35.8938 Close 36.2463 Value 03/20/14 ave ne C a 03/19/2013 . E=IPII:a ®^ ::: OrDDre MD,. Avc: ffi ffi ffi =el eill 1D 3D 111 DM YTD lY SY Max Daily Y al 0 SCCUriteneXb . Event 0 I + Track Z Annotate News O, Zoom 37.0000 • • Last Price 35.9299 1 T High 0003/14/14 36.6326 -•- Average 32.8381 1 Low on 03/22/13 30.8190 35.0000 34.0000 33.0000 32.0000 31.0000 Mar Jun Sep Dec Mar 2013 2014 — Fomented by Tazia Smith/db/dbcom on 03/19/2014 09:23AM --- From: Tattle Smith/db/dbcom To: Wray epstein" <[email protected]>, Cc: a>. "Vinit Sahni "Paul Morris' . "Rich Kahn- < >, "Jean Anne Wiebracht (warier Date: 03/13/2014 10:51AM Subject: Trade Report 3/13/14 - Ruble binary (Cl Classification: Confidential Jeffrey - That's done at 25.7% ($257k premium paid, Slmm binary payout) at a strike of 37.595 USDRUB. Detail below. TradeTypeFxDigitalOpt BuySellClient Buys CurrencylUSD CPCall Notional11,000,000 Currency2RUB Strike37.595 ZoneCutMO: 12:30 hours (Local time in Moscow) 09:30 hours London time ExpiryDateMon 14 April 2014 SettlementDateTue 15 April 2014 FixingReferenceCME/EMTA Premium257,000 PremiumTermsUSD PremiumDateFri 14 March 2014 Tazia Smith Director Key Client Partners - US Deutsche Bank Securities, Inc. Deutsche Asset & Wealth Management 345 Park Avenue - 26th Floor New York, NY 10154 EFTA01192271 E-mail: From: Tazia Smith Sent: 03/13f2014 10:32 AM EDT To: "jeffrey epstein" <[email protected]> Subject: Re: [C] Classification: Confidential Ok on it Tazia Smith Director Key Client Partners - US Deutsche Bank Securities, Inc. Deutsche Asset & Wealth Management 345 Park Avenue - 26th Floor New York, NY 10154 E-mail: From: Jeffrey Epstein [[email protected]] Sent: 03/13/2014 10:15 AM AST To: Tazia Smith Subject: Re: [C] do nay trade On Thu, Mar 13, 2014 at 9:24 AM, Tazia Smith <1 > wrote: Classification: Confidential Jeffrey - Consider the USDRUB 1-mo binary for —25.5% (very sensitive to spot, so indicative level, we'd work an order 26% or better). vanilla calls for comparison, lmth 3% OTM vanilla call is —0.57%/0.67% (12.4% / 13.25% vol) 2mth 4.25% OTM vanilla call is - 0.96%/1.08% (12.2% / 13% vol) Nay highlights the binary below, where the payout is much cleaner. Ruble weakens 3% (european observation)in this example, and payout is $Imm for $255k invested: 1-MONTH USD/RUB 3% OTM BINARY CALL costs 25.4% of payout EFTA01192272 European Digital on USD/RUB Strike: 37.55 Payout: USD 1,000,000 Payout Ccy: USD Expiry: Fri 11-Apr-2014 Settlement: Mon I4-Apr-2014 ZoneCut: MO Premium: USD 255,000 Premium Date: Fri 14-Mar-2014 This Digital pays the owner USD 1,000,000 if USDRUB is above 37.55 at the time of expiry. Tazia Smith Director Key Client Partners - US Deutsche Bank Securities, Inc. Deutsche Asset & Wealth Management 345 Park Avenue - 26th Floor New York, NY 10154 E-mail: From: Jeffrey Epstein [email protected] Sent: 03/13/2014 08:10 AM AST To: Tazia Smith; Paul Morris ruble short . lets play 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 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], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/or privileged information. EFTA01192273 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 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], 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. EFTA01192274