EFTA01462135.pdf

From: Tazia Smith Sent: 8/19/2014 11:09:44 AM To: [email protected] CC: Paul Morris l; Vahe Stepanian ; Nay Gupta Marie Glassman Subject: EURUSD (+$140.4k), USDCNH(-$43.54 Classification: Confidential Good Morning Rich - Refreshed indicative levels: USDCNH Put (spot ref 6.144) 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 -229,500 (30.6bps/43.3bps) Premium Date: Thu 21-Aug-2014 Client Receives 5229,500 (Net P/L: $43,500) EURUSD Risk Reversal (spot ref 1.3318) <Client> sells Put, buys Call on EURIUSD 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 -144,700:4,300 (-140,400) (1.404%/1.495%) Premium Date: Thu 21-Aug-2014 Client Receives: $140,400 (Net P/L: +$140,400) 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. Fax Mobile Env' Rtn-i0h.'itY Pe,(10-t-tn CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0124524 CONFIDENTIAL SDNY_GM_00270708 EFTA01462135