EFTA Document EFTA01447372

(Embedded image moved to file: pic29796.jpg) (Embedded image moved to file: pic05364.jpg) (Embedded image moved to file: pic23148.jpg) (Embedded image moved to file: pic15425.jpg) To: [email protected], (Embedded image moved to file: pic18681.jpg) (Embedded image moved to file: pic29018.jpg) (Embedded image moved to file: pic07434.jpg) (Embedded image moved to file: pic14895.jpg) Date: 05/20/2014 01:13 PM (Embedded image moved to file: pic05651.jpg) (Embedded image moved to file: pic27806.jpg) Subject: Jeffrey - Two 9month expiry Rupee option trades + historical charts USDINR - 6 Month History (Embedded image moved to fit USDINR 12 Month History (Embedded image moved to file: Trade 1: 9month expiry vanilla Ref spot: USDINR 58.6 (Embedded image moved to file: (Embedded image moved to file: e: pic24009.gif) pic20880.gif) USDINR puts pic28503.gif) pic32224.gif) Scenario Analysis for Trade 1 Table shows value of option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic24857.gif) Trade 2: Buy a 9month 1% OTM spot USDINR put and sell a 9m 15% OTM spot USDINR call for net zero premia Put strike: 58.08, call strike: 67.58 Ref spot: USDINR 58.6 scenario Analysis for Trade 2 Table shows net value of a long put and short call option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic30628.gif) Nay (Embedded image moved to file: pic27984.gif)Inactive hide details for "jeffrey E." ---20/05/2014 17:22:18---can you send me a chart of where this has been over the past 6 "jeffrey E." ---20/05/2014 17:22:18---can you send me a chart of where this has been over the past 6 months? thaks CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00248165 DB-SDNY-0 101981 EFTA01447372