EFTA01462136.pdf

From: Tazia Smith Sent: 8/19/2014 11:09:44 AM To: CC: Paul Morris I; Vahe Stepanian [ I; Nav Gupta Marie Glassman Subject: EURUSD (+$140.4k), USDCNH(-$43510 (C) Attachments: pic06763.gif; pic16188.gif 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 $229,500 (Net P/L: -$43,500) EURUSD Risk Reversal (spot ref 1.3318) <Client> sells Put, buys Call on EUR/USD in a Risk Reversal Put Strike: 1.34$ 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) (Embedded image moved to file: pic06763.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 [email protected] (Embedded image moved to file: pic16188.gif) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0124525 CONFIDENTIAL SDNY_GM_00270709 EFTA01462136