EFTA Document EFTA01455114

that does not sound right , are you sure its on 75 milion On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith C > wrote: Classification: Confidential Jeffrey — That' done for Southern Fnl at 36.4bps ($173,000 premium) 1yr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia FrQm -Jeffrey E <jeevacation(5>grnail com> To Tazia Sm Data 08i12/2014 10 23 AM Subject' Re- Indicative Levels USDCNH 1yr Options (C] 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% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113654 CONFIDENTIAL SDNY_GM_00259838 EFTA01455114