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sd-10-EFTA01447324Dept. of JusticeOther

EFTA Document EFTA01447324

From: Nay Gupta Sent: 5/20/2014 1:12:50 PM To: [email protected]; DBComAdmins CC: Tazia Smith Paul Morris Subject: Jeffrey - Two 9month expiry Rupee option trades + istorica c arts USDINR - 6 Month Histo Feb Mar Apr May Nov Dec Jan 2013 USDINR Curacy (USD-INR X-RATE) Daily 20NOV2013-2014AY2014 USDINR 12 Month Histo 2014 Jun Sep Dec 2013 USDINR Qrncy (USD-INR X-RATE) Daily 20NAY2013-20MAY2014 Trade 1: 9month expiry vanilla USDINR puts Ref spot: USDINR 58.6 Maturi

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sd-10-EFTA01447324
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From: Nay Gupta Sent: 5/20/2014 1:12:50 PM To: [email protected]; DBComAdmins CC: Tazia Smith Paul Morris Subject: Jeffrey - Two 9month expiry Rupee option trades + istorica c arts USDINR - 6 Month Histo Feb Mar Apr May Nov Dec Jan 2013 USDINR Curacy (USD-INR X-RATE) Daily 20NOV2013-2014AY2014 USDINR 12 Month Histo 2014 Jun Sep Dec 2013 USDINR Qrncy (USD-INR X-RATE) Daily 20NAY2013-20MAY2014 Trade 1: 9month expiry vanilla USDINR puts Ref spot: USDINR 58.6 Maturi

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From: Nay Gupta Sent: 5/20/2014 1:12:50 PM To: [email protected]; DBComAdmins CC: Tazia Smith Paul Morris Subject: Jeffrey - Two 9month expiry Rupee option trades + istorica c arts USDINR - 6 Month Histo Feb Mar Apr May Nov Dec Jan 2013 USDINR Curacy (USD-INR X-RATE) Daily 20NOV2013-2014AY2014 USDINR 12 Month Histo 2014 Jun Sep Dec 2013 USDINR Qrncy (USD-INR X-RATE) Daily 20NAY2013-20MAY2014 Trade 1: 9month expiry vanilla USDINR puts Ref spot: USDINR 58.6 Maturity Fwd 9m 61.56 Strike Price % OEMS Strike (% notional) 0 58.60 1 58.01 2 57.42 1.31 0.92 0.71 63.0000 62.0000 61.0000 60.0000 59.0000 Copyrighill 2014 Bloomberg Finance L.P. 20-May-2014 17:56:46 68.0000 66.0000 64.0000 62.0000 60.0000 JO.WIN 56.0000 54.0000 Mar 2014 Copyrigltte 2014 Bloomberg Finance L.P. 20-May-2014 17:57:03 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0101928 CONFIDENTIAL SDNY_GM_00248112 EFTA01447324

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