EFTA Document EFTA01455138

Best Regards, Tazia From: "jeffrey E." <[email protected]> To: TaziaSmith/db , Date: 08/12/2014 10:23 AM subject: Re: Indicative Levels - usDcmH lyr options [C] 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith <-> wrote: classification: confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 ly ATMS (6.1604) USDCNH put: 0.256% / 0.38% ly ATMF (6.2723) 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: pic04832.gif) (Embedded image moved to file: pic30183.gif) Tazia Smith Director I Key Client Partners - US DB Securities Inc MIS (Embedded image moved to file: pic23512.gif) This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113693 CONFIDENTIAL SDNY_GM_00259877 EFTA01455138