EFTA01462138.pdf

From: Tazia Smith Sent: 8/20/2014 11:05:35 AM To: CC: Paul Morris ; Matt Glassman[ Vahe Stepanian Subject: FX (0 Attachments: pic19653.gif; pic23117.gif classification: Confidential Rich - Update levels for your reference. EURUSD Risk Reversal (spot ref 1.3294) <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 -164,900:4,300 (-160,600) Premium Date: Fri 22-Aug-2014 Client Receives 5160,000 (+5160,000 p/l) Indicative levels. Subject to market movement. Source: DB FXPricer, 8/20/14. European Option Put (spot ref 6.142) <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 -244,500 (32.6bps/40.5bps) Premium Date: Fri 22-Aug-2014 Client Receives S244,500 (-S28,500 p/1) Indicative levels. subject to market movement. source: DB FX Trading, 8/20/14. (Embedded image moved to file: pic19653.gif) Tazia Smith Director I Key client Partners - US DB Securities Inc Deutsche Asset & wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. +1(212)454-2889 Fax +1(646)257-3131 mobile +1 (917)327-4107 Email tazia.smithOdb.com (Embedded image moved to file: pic23117.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124528 CONFIDENTIAL SDNY_GM_00270712 EFTA01462138