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EFTA Document EFTA01447438
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efta-efta01447438DOJ Data Set 10Correspondence

EFTA Document EFTA01447438

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EFTA Disclosure
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From: Nay Gupta Sent: 6/5/2014 2:08:37 PM To: [email protected] CC: 'aul Morris Tazia Smith Vahe Stepanian Subject: Jeffrey • EURUSD Puts vs Calls • Nay Jeffrey, EURUSD spiked post ECB. Shorts who expected spot to go lower but don't want the risk into tomorrows payrolls are getting stopped out after hours. 1da EUR USD Chart 3oSE 1 . . . . . . . . . .. :.3o40 1.3020 1.3600 1.3580 1.3560 1.3540 1.3520 1.3503 08:03 16:06 05 Jun 2014 EUR Curacy (Euro Scot) Graph 3 1 Days Tidc Copyright§ 2014 Blcarden; Finance L.P. 0S-300-2014 10:0523 EURUSD Spot Ref 1.3660 Expiry 3months 5Sep14 European Style Buy 1.3415 EURUSD Put I Sell 1.38 Call Net premia is flat (The strikes arent symmetric around spot because the vol for the call you want to sell is 0.7 vol lower than the vol for the put) Alternatively consider : - Buy 1.345 EURUSD Put / Sell 1.38 Call Net premia you pay is 8.5bp of notional I'll work on the scenario grids for you overnight - I think this pop in EURUSD is opportune to start scaling Nav Nav Gupta Managing Director Deutsche Bank AG. Filiale London CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 102068 CONFIDENTIAL SDNY_GM_00248252 EFTA01447438

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GPS1.3020 1.3600
GPS1.3540 1.3520
GPS1.3580 1.3560
Phone300-2014

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Fax: (646 257-3131 E-mail: Nav Gupta ---- Original Message -- From: Nav Gupta Sent: 09/10/2014 08:05 AM GDT To: Paul Morris Cc: Tazia Smith; Vinit Sahni; Uzair Agee]. Subject: Re: epstein (I) Classification: For internal use only Paul - FX 1) sell 3mth 102 $Y Puts vs buy 111 $Y Calls roughly zero upfront prem (spot 106.50) 2) sell 3mth 1.5150 GBP put vs buy 1.685 Calls roughly zero upfront prem (spot 1.6150) 3) sell 6mth 1.35 eurusd calls vs buy 6mth 1.215 puts (spot 1.2950) of the

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Forwarded by Nav Gupta/db/dbcom on 10/07/2014 17:08 From: vinit To: [email protected], Cc: Paul Morris/c Nav Gupta Date: 09/07/2014 14:41 Subject: Re: Jeffrey - can we have a quick chat this am ? [C] classification: confidential Hi Jeffrey - looping in Nay and Paul. To recap: we will find a few funds, which we think have best performance characteristic and best fees for u. Loan Funds better than single loans as u don't need to bother booking single loans and servicing them. If

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Sent from my iPhone On )un 4, 2014, at 11:23 AM, Paul Morris rote: Classification: Confidential Lesley, I'm traveling so may be better for a few of us to call him or do a dial in? From: Lesley Groff Sent: 06/04/2014 10: iAsi Ah To: Paul Morris Cc: Tazia Smith; vinit Sahni; Nav Gupta ; vahe Stepanian Subject: Re: Call with je tomorrow [C] Jeffrey says ok to a 1pm NY time phone call with you all today. can he call you, Paul, at 1pm and you have everyone on the line ready to go? Sent

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From: Molt Sahni Sent: 7/30/20141:59:19 AM To: Nay Gupta CC: Paul MoM Subject: Re: For Approval Ill We need to fix this these are non advisory clients Vinit On 30 Jul 2014, at 06:47, "Nav Gupta" wrote: Classification: For internal use only To keep u in the loop. Tazia still working w/ comp) on language to send JE my s+p idea from last week Tazia Smith --- Original Message -- From: Tazia Smith Sent: 07/29/2014 07:04 PM EDT To: Siri Cowden Cc: Zbynek Kozelsky; Vahe Stepanian;

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