EFTA Document EFTA01458076

On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith < > wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1y ATMS (6.1604) USDCNH put: 0.256% / 0.38% 1y ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH 1yr Price History USDCNH 1 6.1604 . ..)i 61/ ',6.1602 6.1606 4 8:29 6.1536 • 6.1622 I 6.1532 2 6.1535 Si NH =GN Curn 91-Save As 98 Actions - 97T-Edif- 9$ Table MEOW line n 03/12/2413 OE/12./2014 Last Price •-t, 0 S• Ra,. Daly • Co—nre . • r. See....:ty/SlLty 08/14/14 Line Chart 131311" 0 )4 Lowe Chart 4- Track Annotate News , Zoom • Last Price 6.1604 T High on 05/28/14 6.2645 -÷ Average 6.1370 1 Low on 01/20/14 6.01% I E ► Sep Dec Mar Jun 2013 2014 -6.2500 6.2000 0-6.1000 *6.0500 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) CONFIDENTIAL DB-SDNY-0 117850 SDNY_GM_00264034 EFTA01458076