EFTA01453332

From: Tazia Smi Sent: 3/18/2014 9:36:17 AM To: jeevacatio CC: VinitSahni avGupt aulMorri iMI ID Subject: JPY 1025 vanilla - updates [CI Attachments: classification: confidential Jeffrey - Your USDJPY zero-cost 101 strike triple no-touch is up 54,507 mark-to-market. Matures in 8 mos, 11/20. Your USDJPY 102.5 strike call is down $76,687 mark to market. Matures in 1.5mos, 5/1. Initial details on both below. (Embedded image moved to file: pic07145.gif) used with permission of Bloomberg Finance LP mark to market source: DB valuation statement, 3/17/14 Forwarded by Tazia Smith cm 03/18/2014 09:29 AM From: Tazia Smit To: [email protected], Cc: Paul Morris, vinit Sahn Date: 01/31/2014 01:33 PM Subject: Trade Report 1/31/14 - 3mo short yen [C] Classification: Confidential Jeffrey - Today you executed the following slightly near-the-money, 3mo USDJPY vanilla call for 1.9% (pulled the strike in from the 102.75 level shown to 102.50 since spot has come in since prior indicative level). Counterparty SOFL TradeType EUR BuySell Client Buys Currencyl USD CP Call Notionall 10,000,000 Currency2 JPY Notional2 -1,025,000,000 Strike 102.50 Nay Gupta CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110872 CONFIDENTIAL SDNY_GM_00257056 EFTA01453332