EFTA01462098.pdf

ly usdcnh atms vanilla put ly usdcnh atmf vanilla put A call spread and a put spread also ly both with one leg having atmf in it. The second strike can be a few pct away - see what makes sense from the prices Ie 4 structures The reason I'm asking for both sides (up and down) is in case the client below really wants a usdcnh call rather than the cnh call he requests. Then we are covered for all eventualities. incl spot and fwd Let trading know size is usd5Omm or less. Def check w trading don't rely on pricer for this one (but check urself on pricer) Thx Nay From: Paul Morris Sent: 08/11/2014 05:35 PM EDT To: "jeffrey E." <[email protected] Cc: Tazia Smith; Nay Gupta Subject: Re: [C] Classification: confidential we will come back to you Paul Morris Managing Director Deutsche Bank Private Bank 345 Park Avenue, 27th Floor New York, NY 10154 Office: 212-454-0701 Cell: 917-971-2507 From: "Jeffrey E." <[email protected]> To: Tazia smith/db/dbcomODBAmsRicAs, Paul morris/db/dbcomODBANBRIcAs, Date: 08/11/2014 04:58 PM Subject lets look at 1 year remimbi call 40 basis points. good bet please note 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 JEE Unauthorized use, disclosure or copying of this CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 124466 CONFIDENTIAL SDNY_GM_00270650 EFTA01462098