EFTA Document EFTA01375496

120% 1 10.0% 8.0% St% 4..0% 2.0% 0.0% -2.0% 2011 USDCNH 6m 'SKr+. 2012 2013 2014 2015 Source: Bloomberg Finance LP Best, Ari USDKRW 6m Skew From: Jeffrey E. [[email protected]] Sent: Thursday, August 20, 2015 11:22 AM To: Vahe Stepanian Subject: Re: FW: Trade ideas for shorting Asian currencies [C] send charts on the korean On Mon, Aug 17, 2015 at 4:51 PM, Vahe Stepanian ME=EM , wrote: Classification: Confidential Jeffrey — I've included additional pricing below to short Asian currencies on the back of conversations today with Rich. Please let us know your thoughts and we can provide live pricing per your request. Pricing below is indicative and assumes $50mm notional. Thank you, Vahe USDKRW Spot Ref: 1182.80 6m USDKRW Call Spreads SOFL buys low strike and sells high strike (quoted as Low Strike / High Strike/ Premium as % of USD Notional) CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0070998 CONFIDENTIAL SDNY_GM_00217182 EFTA01375496