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efta-01462681DOJ Data Set 10Other

EFTA01462681

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efta-01462681
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Subject: Indicative Levels - USDCNH 1 r Options [C] From: Tazia Smith < Date: Tue, 12 Aug 2014 08:55:49 -0400 To: eevacation@•mail.com Cc: Paul Morris Nav Gupta < Vahe Stepanian < Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH ly ATMF (6.2723) USDCNH ly ATMF / ATMF +3% call Strikes: 6.2723 ly ATMS (6.1604) ly ATMF (6.2723) call: 1.041% / 2.215% call: 1.041% / 1.190% spread: 0.469% / 0.73% /6.4605 USDCNH put: 0.256% / 0.38% USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH lyr Price History (Embedded image moved to file: pic13636.gif) (Embedded image moved to file: pic06413.gif) Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 4-0004 New York, NY, USA Tel. Fax Mobi Email (Embedded image moved to file: pic15699.gif) EFTA01462681

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