Case File
efta-01458076DOJ Data Set 10OtherEFTA01458076
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01458076
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
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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
Technical Artifacts (2)
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GPS
6.1602 6.1606GPS
6.2500
6.2000Forum Discussions
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