EFTA Document EFTA01461465
Jeffrey - First BRL note's valuation date is this Thursday, 3/20 (settles 3/27); presently down 19.8%, intrinsic. Your original investment was $1 mm notional. Initial strike: 1.9619 15% european barrier: 2.2562 Current USDBRL spot: 2.3505 Your second note has a final valuation of 4/14. Initial strike 2.0035, european barrier =2.3040. Recall that the payout on these was as follows: a) make 28.5% if BRL is up more than 3% vs. USD at maturity. b) make 5% if BRL is up between 0-3% vs USD,
Summary
Jeffrey - First BRL note's valuation date is this Thursday, 3/20 (settles 3/27); presently down 19.8%, intrinsic. Your original investment was $1 mm notional. Initial strike: 1.9619 15% european barrier: 2.2562 Current USDBRL spot: 2.3505 Your second note has a final valuation of 4/14. Initial strike 2.0035, european barrier =2.3040. Recall that the payout on these was as follows: a) make 28.5% if BRL is up more than 3% vs. USD at maturity. b) make 5% if BRL is up between 0-3% vs USD,
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From: Vinit Sahni Sent: 3/13/2014 9:33:42 PM To: Paul Morris ; Nay Gupta j; Tazia Smith -I Subject: Re: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal IC) classification: confidential Nam actually came back to him very quickly we should point out. we just dont have the market making capabilities in options and therefore gave him an option straight away. original Message From: Paul Morris Sent: 03/13/2014 06:53 PM EDT To: Vinit Sahni; Nav Gupta; Tazia Smith Subject: Fw: T
EFTA Document EFTA01453348
bj ec t: classification: confidential Jeffrey - As discussed, today you executed the following: underlying: Jun14 WTI Bloomberg code: cLm4 <comdty> RMS Counterparty code: SOFL SOFL buys $101 call SOFL sells 593.5 put Premium: Zero Notional: 100,000 bbls on each leg Both legs knock out if on any day CLM4 fixes below S20/bbl. Initial Margin = 13% Tazia Smith Director Key Client Partners - US Deutsche Bank Securities, Inc. Deutsche Asset & wealth Management 345 Park Avenue - 26th
EFTA Document EFTA01467440
Subject: RE: Energy Renaissance E uities + Trade idea: KI Brent puts [C) From: Tazia Smith < Date: Mon, 03 Mar 2014 14:32:52 -0500 To: Cc: Paul Morris Vahe Stepanian < Classification: Confidential Yes, will do - thanks Jeanne! (Embedded image moved to file: pic26026.gif) Tazia Smith Director I Key Client Partners - US Deutsche Deutsche 345 Park New York Tel. Fax Mobile Email Bank Securities Inc Asset & Wealth Management Avenue, 26th Floor NY 10154 (Embedded From: To: C
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Subject: Fw: MXN Spot Rate on the January Monthly Statement (I] From: Tazia Smith .c > Date: Tue, 25 Feb 2014 13:12:15 -0500 To: Paul Morris < > Classification: For internal use only FYI Forwarded by Tazia Smith/db/ on 02/25/2014 01:12 PM From: Howard S Allen/db/ To: Tazia Smith/db/ . Cc: Josie Hall/db/ , Vahe Stepanian/db/ Zbynek Kozelsky/db/ Date: 02/25/2014 01:07 PM Subject: Re: Fw: MXN Spot Rate on the January Monthly Statement (I] Classification: For internal use only
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Subject: Re: USD/MXN Follow-U From: Vahe Stepanian < Date: Wed, 26 Feb 2014 16:36:00 -0500 To: Cc: Paul Morris < >, Classification: Confidential Harry - further (per our conversation), the spot trades were executed as follows: 1) 1/14: Bought MXN 39,253,441.02 @ 13.0975 (USD $2,997,017.83) 2) 1/27: Sold MXN 38,199,653.10 @ 13.4415 (USD $2,841,918.91) These were executed at the same time as the buy/sell of the Mex bonds Hope this helps. Vahe From: Vahe Stepanian/db/dbcom To: Cc:
EFTA Document EFTA01454056
DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA (Embedded image moved to file: pic23824.gif) From: "Jeffrey E." <jeevacation@gmail.com> To: Tazia Smith/db/dbcom@OBAMERICAS, Date: 04/30/2014 01:06 PM subject: Re: USDJPY call expires tmw + OTC p/1 update [c] where was copper when we bought this on wed, Apr 30, 2014 at 6:44 PM, Tazia Smith <tazia.smith@db.com> wrote: Classification: Confidential Jeffrey - As you know, USDJPY 102.5 ca
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