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EFTA Document EFTA01461707EFTA Document EFTA01461709
Case File
sd-10-EFTA01461708Dept. of JusticeOther

EFTA Document EFTA01461708

USDINRV1Y 9.5800 -.0425 9i) Save As 10 10 OS/20/201 Lett Nye 1Y F, . Pit:P1 9.3300 /9.8300 BGN 98 Actions 9fiEdit cotc....ve V Track Annotate 98 Table e .nt,,/ Ste iy News , Zoom tine Chart eet U0M No lover Chart Ps. 20.0000 y• Last Price 9.5800 - T High on 08/28/13 19.7275 Average 12.6351 4..18.0000 I Low on 05/21/13 9.3700 4-16.0000 4-14.0000 • 12.0000 .1nnnnet ODE Jun Sep 2013 Dec Mar 2014 9mo ATM USDcINRp as of 8128/13 = 551k • remium vs. timm notio

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Dept. of Justice
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sd-10-EFTA01461708
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USDINRV1Y 9.5800 -.0425 9i) Save As 10 10 OS/20/201 Lett Nye 1Y F, . Pit:P1 9.3300 /9.8300 BGN 98 Actions 9fiEdit cotc....ve V Track Annotate 98 Table e .nt,,/ Ste iy News , Zoom tine Chart eet U0M No lover Chart Ps. 20.0000 y• Last Price 9.5800 - T High on 08/28/13 19.7275 Average 12.6351 4..18.0000 I Low on 05/21/13 9.3700 4-16.0000 4-14.0000 • 12.0000 .1nnnnet ODE Jun Sep 2013 Dec Mar 2014 9mo ATM USDcINRp as of 8128/13 = 551k • remium vs. timm notio

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
USDINRV1Y 9.5800 -.0425 9i) Save As 10 10 OS/20/201 Lett Nye 1Y F, Pit:P1 9.3300 /9.8300 BGN 98 Actions 9fiEdit cotc....ve V Track Annotate 98 Table e .nt,,/ Ste iy News , Zoom tine Chart eet U0M No lover Chart Ps. 20.0000 y• Last Price 9.5800 - T High on 08/28/13 19.7275 Average 12.6351 4..18.0000 I Low on 05/21/13 9.3700 4-16.0000 4-14.0000 • 12.0000 .1nnnnet ODE Jun Sep 2013 Dec Mar 2014 9mo ATM USDcINRp as of 8128/13 = 551k • remium vs. timm notional ,HELP` for explanation. Screen Printed %I - 1 Actir, at camMll ,..•~i7"memo T S Descn ption Price date Asset Spot Style Direction Call/Put Expiri Delivery Strike Notional dooel Results rem Prem. date Mt' fledge USD •i USD Orr! CZ Prr:SL:Stt: 31 load 3. Save 34 Trade 0.001 Spread Points Forward USD Cep° DIP. Depo Gratis Gamma Vega Id Data 1 Settn-gs 35 CVA 3ft Send to IR 3:3 c Valuation CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 123899 PROT1 PROT0

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Trade Type,Trade ID,DealGroupID,MTM,Ccy,Secondary MTM,Secondary CCY,Counterparty,Trade Date,Eff. Date,Settlement Date,Maturity Date,Delivery Date,Not.Amt 1,Not.Ccyl,Not.Amt 2,Not.Ccy2,Quantity,Ref. Entity,Long/ Short,Put/ Call,Strike Price,DBPays DBReceives,Next Reset,Spread At Maturity,Pmt Rate Ref.,Rate,Price Per Unit,BuySell,Pmt Ccy,Implied Volatility,Swapswire ID, Fair Price,Spot Price,Option Type,Option Style,Party,Delta,Product Type,Underlying Ticker,Unit,Vega,Gamma "FxEuroOpt","366

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