EFTA01453760

Deutsche Asset & wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. Fax Mobile Email (Embedded image moved to file: pic26569.gif) From: To: Cc: [email protected], Date: 04/15/2014 07:46 AM Subject: Jeffrey - latest prices with suggested sizes - Nam [C] Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is Sbp lower today. I still like eur2mm here 3.125% YTM and suggest work a soft order to add eur1.5mm at 3.25%, eur1.5mm 3.35%. 2. EURUSD spot FX is 1.3802 from 1.3827 yesterday. Suggest buying 2week vanilla 1.40c at 5-6c in EUR 50mm notional (cost EUR25-30k) 3. position for a stronger dollar by buying ly 5% OTM SPOT EuRuSD binary puts at 21% of payout. suggest do half (eur500k payout costing 0.21*500k) now, and the other half when spot 139-140 4. nationwide coco currently 6.42% offered. I suggest scaling in f2mm on an order at 6.5% and f2mm on order at 6.75% thanks Nay From: To: Cc: [email protected], Date: 14/04/2014 18:17 Subject: Jeffrey - 4 trades I like - Nay [C] Classification: Confidential CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 111567 CONFIDENTIAL SDNY_GM_00257751 EFTA01453760