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EFTA Document EFTA01461211Case File
efta-efta01461211DOJ Data Set 10CorrespondenceEFTA Document EFTA01461211
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1) Sell European GBP Call on GBP/USD
Strike: 1.67
Notional: GBP 5,988,023.95 (or .410mm)
Expiry: Tue 03-Jun-2014 (6m)
Settlement: Thu 05-Jun-2014
Premium: USD -103,400
2) Sell European GBP Call on GBP/USD
Strike: 1.70
Notional: GBP 5,882,352.94 (or -510mm)
Expiry: wed 03-Dec-2014 (12m)
Settlement: Fri 05-Dec-2014
Premium: USD -123,900
3) Buy European GBP Put on GBP/USD
Strike: 1.6376 (ATMF)
Notional: GBP 5,988,023.95 (or -SlOmm)
Expiry: Tue 03-Jun-2014 (6m)
Settlement: Thu 05-Jun-2014
Premium: USD 219,365.27
Also worth mentioning - AAPL has run up quite a bit in the past few days
(currently trading @ -$560; up from 5519.80 on 11/22). I know you're looking
to sell calls, will provide levels if still interested. Recall you're long 2k
AAPL @ -$529.06.
Have a great day.
Thank you,
Vahe
(Embedded image moved to file: pic21255.gif)
Vahe Stepanian
Associate I Wealth Investment coverage
Deutsche Bank Securities Inc.
Deutsche Asset & wealth Management
345 Park Avenue - 26th Floor
ION
(Embedded image moved to file: pic27473.gif)
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0123101
CONFIDENTIAL
SDNY_GM_00269285
EFTA01461211
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