EFTA01461709

9mo ATM USDcINR • as of 5/20/13 = 516.6k • remium vs. $1mm notional for explanation. Screen Printed 41 Asset. • 9t, Actions • t?, Products - 93 Views • ID Salver tPreR.fuit i 'MOS sti save 14‘ Trade . 9 61 Dial I MEGRIM TS Destript)or Price date Asset Spot Style Direction Call/Put Expiry Delivery Strike Notional %Wel. el Results Price Premium Prern date Delta Heccie Strategy 1 77 Nora Market Data VOi ■ Vol Spread Points ■ Fort.,arc USD Depo INR Deco Gnat Surma Vega 94 00119 Split View Used with permission of Bloomberg Finance LP Forwarded by Tazia Smith/db/dbcom on 05/20/2014 02:03 PM -- From: Nav Gupta/db/dbcomgDBEMEA To: icevacationftmail.com, DBComAdmins@dbcont Cc: Tazia Smith/db/dbcom@DBAMER1CAS, Paul Morris/db/dbcom@DBAMERICAS, Date: 05/20/2014 01:13 PM Subject: Jeffrey -Two 9month expiry Rupee option trades + historical charts USDINR - 6 Month History CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 123900 CONFIDENTIAL SDNY_GM_00270084 EFTA01461709