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efta-efta00855891DOJ Data Set 9Other

From: Daniel Sabba <•

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DOJ Data Set 9
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efta-efta00855891
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From: Daniel Sabba <• > To: "jeffrey E." <jeevacationggmail.com> CC: Vahe Ste minian < , Ariane Dw ter , Paul Morris , Stewart Oldfield < >, Richard Kahn Subject: Call follow-ups [C] Date: Thu, 28 May 2015 20:05:53 +0000 Classification: Confidential Jeffrey, Per our conversation, we wanted to follow-up on these transactions with indications. Trade 1: Bullish USDJPY Seagull Spot ref: 124.06 Notional: USD10mm Client buys: 6m USDJPY 124 / 128 call spread Client sells: 6m USDJPY put struck at 118.82 Net Premium: zero Premiums for each leg: For 124 leg: 2.655/2.735% USD For 128 leg: 1.555% USD For 118.82 leg: 1.18% USD Trade 2: Autocallables linked to SPX, RTY and SX5E We are refreshing levels with Credit Suisse - we will follow-up with indications. Best regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email All trade execution information contained herein is being provided as an accommodation at your request in advance of your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of the trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the informal execution report and the official trade confirmation(s) or account statements. 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. EFTA00855891

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From: Vahe Stepanian Sent: 5/28/2015 3:40:36 PM To: Richard Kahn CC: Daniel Sabba Ariane Dwyer • Paul Morris Stewart Oldfield I I; Jeanne Brennan Subject: Monthly TWTR Swap Reset ISCj Classification: Mildly Confidential Rich —password for attachment in my previous email: Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email All trade execution information contained herein is being provided as an accom

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From: Vahe Stepania Sent: 12/4/2015 1:56:49 PM To: Richard Kahn mj CC: Daniel Sabba riane Dwyer " ' 'Paul Morris [ Stewart Oldfield Subject: RE: Dispersion Call Option [CI Classification: Confidential One more point worth mentioning - the realized dispersion when we spoke on Wednesday was - 9.95%. This decline from 9.95% to 9.41% would also affect the indicative bid of the option. From: Vahe Stepanian Sent: Friday, December 04, 2015 1:09 PM To: Richard Kahn Cc: Daniel Sabba

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Date: 10/29/2014 08:43 AM Subject: Re: [C] vwap ok On wed, Oct 29, 2014 at 8:39 AM, Tazia Smith wrote: classification: confidential Good Morning Jeffrey - Re-enter order? use limit and/or participate % volume? Thanks, Tazia Fro Tazia Smith/db/dbcom m: To: "jeffrey E." <jeevacation@gmail.com>, Cc: Daniel Sabba/db Paul Morris, Richard Kahn < Stewart Oldfield/db , vahe Stepanian Dat 10/28/2014 04:14 PM e: Sub Trade Report 10/28/14 [C] jec t: classification: confidential Jef

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Richard Kahn HBRK Associates Inc. 575 Lexington Avenue 4th Floor New York, NY 10022 tel fax cell On Dec 7, 2015, at 9:36 AM, Ariane Dwyer < > wrote: Hi Rich, yes that is correct. From: Richard Kahn Sent: Monday, December 07, 2015 9:23 AM To: Ariane Dwyer Cc: Daniel Sabba; Paul Morris; Stewart Oldfield; Vahe Stepanian Subject: Re: Dispersion Call Option [C] please confirm bid of 0.60% converted to dollars is 24,996 thank you Richard Kahn HBRK Associates Inc. 575 Lexington Avenu

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