EFTA01462363.pdf

Subject: Trade Report 1/27/14 C From: Tazia Smith < Date: Mon, 27 Jan 2014 11:24:15 -0500 To: jeevacationegmail.com Cc: Paul Morris < Vinit Sahni < Vahe Stepanian Classification: Confidential Jeffrey - Today you executed the following: S 380k MBONO 7.75% '42 at 7.78% (99.99.6427 clean/100.525402 dirty) Sold 38mm MXN vs. USD at 13.4415 $2,841,918.92 USD proceeds (1/29 settle) Total loss on position: $155,098.90 Out of Mexican long bond, moving on. Looking at USDJPY as discussed. Indicative levels on an atm z ero-cost triple one touch below (digital strikes of 100, 99, 98 on the downside). Be back with additional thoughts, Tazia Spot reference = 102.70 Leg 1: European Option Call <Client> buys European USD Call on USD/JPY Strike: 102.75 Notional: USD 10,000,000 Expiry: Tue 27-Jan-2015 (ly) Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD 446,250 Premium Date: Wed 29-Jan-2014 Leg 2: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 100 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -166,150 Premium Date: Wed 29-Jan-2014 Leg 3: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 99 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -148,387 Premium Date: Wed 29-Jan-2014 Leg 4: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 98 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -131,713 Premium Date: Wed 29-Jan-2014 EFTA01462363 (Embedded image moved to file: pic28027.gif) Tazia Smith Director I Key Client Partners - US Deutsche Bank Securities Inc Deutsche Asset S Wealth Management 345 Park Avenue, 26th Floor New York, NY 10154 Tel. Fax Mobile Email (Embedded image moved to file: pic12349.gif) EFTA01462364