Re: IC (Tazia Smith, 8/11/2014)

From: Tazia Smith Sent: 8/11/2014 6:41:26 PM To: jeevacation@gmail.com CC: Paul Morris I; Vahe Stepanian [ Subject: Re: IC) Classification: Confidential Hi Jeffrey - agree with your -40bps, currently I see 25.3/38.6bps on USDpCNHc, ATMS (6.1565), $50mm USD notional ($193k premium paid). We'll pull live levels in the London AM -- unless you specifically want to trade tonight/Asia. Which time zone are you in? Thanks, Tazia Subject to market movement. Source: DB Pricer, 8/11/14, 6