EFTA02586743

From: jeffrey E. <jeevacation@gmail.com> Sent: Tuesday, August 12, 2014 2:23 PM To: Tazia Smith Subject: Re: Indicative Levels - USDCNH 1yr Options [C] 75 million notional puts at 38 basis points On Tue, Aug 12, 20=4 at 6:55 AM, Tazia Smith > wrote: Classification: Co=fidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041%! 2.215% ly ATMF (6.2723) USDCNH call: 1.041%! 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 ly ATMS (6.1604) USDCNH put: 0.256% / 0.38% ly ATMF (6.2723) USDCNH put: 1.007%! 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH lyr Price History This communication may contain confidential and/=r privileged information. If you are not the intended recipient (or have received this communicationc=r> in error) please notify the sender immediately and destroy this EFTA_R1_01767089 EFTA02586743 communication. Any unauthorized copying, disclosure or distribution of thec=r> 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. Q=AO please note The information conta=ned in this communication is confidential, may be attorney-client privi=eged, may constitute inside information, and is intended only for the use of the a=dressee. It is the property of JEE Unauthorized use, disclosure or c=pying of this communication or any part thereof is strictly prohibitedar> and may be unlawful. If you have received this communication in error, p=ease notify us immediately by return e-mail or by e-mail to jeevacation@gmail.com, =nd destroy this communication and all copies thereof, including all attachm=nts. copyright -all rights reserved 2 EFTA_R1_01767090 EFTA02586744