EFTA Document EFTA01474235

Subject: FW: Trade Report 8/12/14 - USDCNH lyr Put [C] [I] From: Vahe Stepanian ‹ > Date: Tue, 11 Aug 2015 11:03:51 -0400 To: Paul Morris < > Classification: For internal use only Forwarded by Vahe Stepanian/db/dbcom on 01/14/2015 08:57 AM {cid:image001.png@OlD0D425.64344510} From: {cid:image002.png@OlD0D425.64344510} Tazia Smith/db/dbcom {cid:image001.png@OlD0D425.64344510} To: {cid:image002.png@OlD0D425.64344510} "jeffrey E." <jeevacation@gmail.com>@DEUBAINT, {cid:image001.png@OlD0D425.64344510} Cc: {cid:image002.png@OlD0D425.64344510} Paul Morris/db/dbcom@DBAMERICAS, Richard Kahn Vahe Stepanian/db/dbcom@DBAmericas, Nav Gupta/db/dbcom@DBEMEA {cid:image001.png@OlD0D425.64344510} Date: {cid:image002.png@OlD0D425.64344510} 08/12/2014 10:55 AM {cid:image001.png@OlD0D425.64344510} Subject: {cid:image002.png@OlD0D425.64344510} Trade Report 8/12/14 - USDCNH lyr Put [C] EFTA01474235 Classification: Confidential Jeffrey - Trade report as follows: TradeType EUR BuySell Client Buys Currencyl USD CP Put Notionall 75,000,000 Currency2 CNN Notional2 -462,000,000 EFTA01474236 Strike 6.1600 ZoneCut TK: 15:00 hours (Local time in Tokyo) ExpiryDate Wed 12 August 2015 SettlementDate Fri 14 August 2015 FixingReference SPOT Premium 273,000 PremiumTerms USD PremiumDate Thu 14 August 2014 {cid:1 =0ABBF75EDFDF2EBA8f9e8a93df9386909@db.com} Tazia Smith Director I Key Client Partners - US DB Securities Inc EFTA01474237 Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. +1(212)454-2889 Fax +1(646)257-3131 Mobile +1 (917)327-4107 Email {cid:4 =0ABBF75EDFDF2EBA8f9e8a93df9386909@db.com} {Inactive hide details for "jeffrey E." ---08/12/2014 10:46:16 AM---why is there no indication of buy or sell on confirm 40 basi}"jeffrey E." ---08/12/2014 10:46:16 AM---why is there no indication of buy or sell on confirm 40 basis points on 75 million? how is that 173k Icid:image001.png@OlDOD425.643445101 From: {cid:image002.png@OlD0D425.64344510} "jeffrey E." <jeevacation@gmail.com> Icid:image001.png@OlDOD425.643445101 To: {cid:image002.png@OlD0D425.64344510} Tazia Smith/db/dbcom@DBAMERICAS, Paul Morris/db/dbcom@DBAMERICAS, Richard Kahn Icid:image001.png@OlDOD425.643445101 Date: {cid:image002.png@OlD0D425.64344510} 08/12/2014 10:46 AM Icid:image001.png@OlDOD425.643445101 Subject: {cid:image002.png@OlD0D425.64344510} Re: Indicative Levels - USDCNH lyr Options [C] EFTA01474238 why is there no indication of buy or sell on confirm 40 basis points on 75 million? how is that 173k On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith e > wrote: Classification: Confidential Jeffrey -- That' done for Southern Fnl at 36.4bps ($173,000 premium) lyr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: "jeffrey E." <jeevacation@gmail.com> To: Tazia Smith/db/dbcom@DBAMERICAS, Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH lyr Options [C] EFTA01474239 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith <M > wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 ly ATMS (6.1604) USDCNH put: 0.256% / 0.38% ly ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH lyr Price History {cid:6 =0ABBF75EDFDF2EBA8f9e8a93df9386909@db.com} {cid:1 =0ABBF75EDFDF2EBA8f9e8a93df9386909@db.com} Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. +1(212)454-2889 Fax +1(646)257-3131 Mobile +1 (917)327-4107 Email {cid:4 =0ABBF75EDFDF2EBA8f9e8a93df9386909@db.com} EFTA01474240 This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacation@gmail.com, and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited EFTA01474241 and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacation@gmail.com, and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA01474242