EFTA01202809.pdf

From: "jeffrey E." <[email protected]> To: Paul Morris < >, Richard Kahn Subject: Re: Indicative Levels - USDCNH lyr Options [C] Date: Tue, 12 Aug 2014 15:16:20 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2); unnamed(3); unnamed(4) you have got to be kidding mettttttttttt On Tue, Aug 12, 2014 at 8:52 AM, Tazia Smith < rote' Classification: Confidential my apologies, 36.4bps is correct, but my typo: $273k premium on $75mm USD. Be right back with report Tazia Smith Director I Key Client Partners - US DE Securities Inc Deutsche Asset 8 Wealth Management 345 Park Avenue. 10154-0004 Nev York. NY. USA Tel. Fax Mobile Email Panitn,l-o-Perfonk. From: leffrey E. <jeevacationagmail.com> To: Tazia Smith/db/dbcom@DBAMERICAS. Date: 08/12/2014 10:43AM Subject: Re: Indicative Levels - USDCNH 1yr Options (CJ that does not sound right , are you sure its on 75 milion On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith < > wrote: Classification: Confidential Jeffrey -- That' done for Southern Fnl at 36.4bps ($173,000 premium) 1yr EFTA01202809 USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: leflrey E." <jeevacationagmail.com> To: Tazia Smithtdb/dbcom©DBAMERICAS. Date: 08/12/2014 10:23M4 Subject: Re: Indicative Levels - USDCNH 1yr Options (CI 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1yATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1y ATMS (6.1604) USDCNH put: 0.256% / 0.38% 1yATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH 1yr Price History EFTA01202810 I USDCNH 1 6.1604 +.0069 BGN 6.1602 /6.1606 BGN At 8:29 Op 6.1536 Hi 6.1622 Lo 6.1532 Close 6.1535 a1 14/14 99 Save As 961 Actions - 97) Edit - 99 Table Line Chart 08/12/2014 Last Price AMMEMLine m Compare vcoe MOHO. No Lower Chat MEI! 1D 3D 611 YTD 1Y SY Max Daily V a t security/study M Event O 4). Track L Annotate News O, Zoom • Last Price 6.1604 T High on 05/28/14 6.2645 -0- Average 6.1370 1 Low on 01/20/14 6.0196 6.1604 .-6.0500 Sep Jun 2013 2014 Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset 8 Wealth Management 345 Park Avenue. 10154-0004 New York. NY USA Tel. Fax Mobile Email k2Tricrp,ITI-Pgerchrm. 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. please note The information contained in this communication is EFTA01202811 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 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. 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 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. please note EFTA01202812 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 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 EFTA01202813