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efta-efta01206404DOJ Data Set 9OtherFrom: Tazia Smith
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DOJ Data Set 9
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efta-efta01206404
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From: Tazia Smith
To: jeevacation@gmail.com
Cc:
, Paul Morris
, Nav Gupta
, Vahe Stepanian
Subject: EURUSD Matrix [C]
Date: Mon, 25 Aug 2014 15:46:22 +0000
Attachments: JE_ - _ FX_ Option_Matrix.xlsx
Inline-Images: unnamed; unnamed(1)
Classification: Confidential
Jeffrey -
Per your request. 1, 2, and 3mo EURUSD options matrix. Strikes +1- 3%.
We discussed with Rich and deemed the 1st tab most relevant format — shows bps of notional but in USD terms (multiply
bbps by notional for USD cost of option). Indicative levels.
TDS
Tazia Smith
Director I Key Client Partners - US
DB Securities Inc
Deutsche Asset & Wealth Management
New York. NY. USA
Petnio-1,-1-rr Perform.
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EFTA01206404
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