Case File
efta-01461668DOJ Data Set 10OtherEFTA01461668
Date
Unknown
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DOJ Data Set 10
Reference
efta-01461668
Pages
1
Persons
0
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2) Buying vanilla European style out-of-the-money USDINR puts, funded by selling OTM calls on
USDINR
6month expiry
spot ref 58.67
Buy USDINR put strike 58.08 (ATMspot -1%)
Sell USDINR call strike 64.18 (ATMspot +9.4%)
Net upfront premia zero
I see from your last msg you want 9months. I'll price those and get back to you.
Nay
Nav Gupta
Managing Director
Deutsche Bar* AG. Filial° London
Deutsche Asset 8 Wealth Management
105/106 Old &oad St (Pinners Hall). EC2N 1 EN London. United Kingdom
Tel. +44 (20) 7*4-11§13
Mobile +44 7887 628487
Email nay.guotafiffidhcom
My proposed ideas are being delivered to you by the DeAWM Key Client Partners ("KCP") London desk for discussion purposes only. and do not create any
legally binding obligation on the part of Deutsche Bank AG and / or its elates ("DB"). These ideas are for the consideration of the intended recipients of this mall
only. The KCP London desk does not provide investment advice. All intended recipients are Professional investors (as defined by MiFID). YAo understand the
strategy. characteristics and risks associated with any ideas proposed herein and will be able to evaluate it Independently. All trades on proposed ideas shall be
subject to the relevant internal approvals prior to execution.
Petniintir Pe.'fon►,.
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this e-mail in error) please notify the sender immediately and delete this e-mail. Any unauthorized copying, disclosure or
distribution of the material in this e-mail is strictly forbidden.
Please refer to http://www.db.com/en/content/eu disclosures.htm for additional EU corporate and regulatory disclosures
and to http://www.db.com/unitedkinadom/content/privacy.htm for information about privacy.
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
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0123845
CONFIDENTIAL
SDNY_GM_00270029
EFTA01461668
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