EFTA Document EFTA01461707

From: Tazia Smith Sent: 5/20/2014 3:20:04 PM To: jeevacation@gmail.com CC: Paul Morris el; Nay Gupta Vinit Sahn Vahe Stepanian Subject: Fw: Jeffrey - Two 9month expiry Rupee option trades + historical charts Jeffrey - Traders' view is that accurate history on the option itself (9mo ATM USDpINRc, for example) doesn't exist given the forward points, vol, liquidity, etc backdated inputs would not be accurate. That said. I've included the 6 and 12mo ATM USDINR implied vol history her