EFTA Document EFTA01474243

Subject: FW: Trade Report 8/12/14 - USDCNH lyr Put [C] From: Vahe Stepanian sz: > Date: Tue, 11 Aug 2015 11:13:50 -0400 To: Paul Morris < Cc: Daniel Sabba Ariane Dwyer Classification: Confidential From: Vahe Stepanian Sent: Friday, August 07, 2015 1:15 PM To: 'jeffrey E.' Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: RE: Trade Report 8/12/14 - USDCNH lyr Put [C] Classification: Confidential Per the attached valuation statement — the position is marked at zero as of yesterday's close. For your reference, the option expires on 8/12/15 and was originally struck at 6.16. Current spot —6.2165. From: jeffrey E. [mailto:[email protected]] Sent: Friday, August 07, 2015 1:00 PM To: Vahe Stepanian Subject: Re: Trade Report 8/12/14 - USDCNH lyr Put [C] what is the mark to market on the postion I own? On Fri, Aug 7, 2015 at 9:50 AM, Vahe Stepanian cz > wrote: Classification: Confidential EFTA01474243 Jeffrey — recall that you are long a CNH option that will expire on Wednesday, Aug. 12th - details in email at bottom. Ahead of the expiry, we wanted to send pricing in case you wish to roll for another year. Indicative pricing is for an option struck around current USD/CNH spot. Indicative pricing is as follows: Spot ref = 6.2173 Southern Financial buys European USD Put on USD/CNH Strike: 6.218 Notional: USD 75,000,000 Expiry: Tue 09-Aug-2016 (1y) Premium: USD 295,000 Please let us know if you have questions. Thank you, Vahe fcid:[email protected] Forwarded by Vahe Stepanian/db/dbcom on 01/14/2015 08:57 AM {cid:[email protected]} From: EFTA01474244 {cid:[email protected]} Tazia Smith/db/dbcom {cid:[email protected]} To: {cid:[email protected]} "jeffrey E." <[email protected]>@DEUBAINT, fcid:[email protected] Cc: chard chard Kahn , Nay Gupta/db/dbcom@DBEMEA {cid:[email protected]} Date: {cid:[email protected]} 08/12/2014 10:55 AM {cid:[email protected]} Subject: {cid:[email protected]} Trade Report 8/12/14 - USDCNH lyr Put [C] Classification: Confidential EFTA01474245 Jeffrey - Trade report as follows: TradeType EUR BuySell Client Buys Currencyl USD CP Put Notionall 75,000,000 Currency2 CNN Notional2 -462,000,000 Strike 6.1600 ZoneCut TK: 15:00 hours (Local time in Tokyo) ExpiryDate EFTA01474246 Wed 12 August 2015 SettlementDate Fri 14 August 2015 FixingReference SPOT Premium 273,000 PremiumTerms USD PremiumDate Thu 14 August 2014 fcid:[email protected] Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 10154-0004 New York, NY, USA Tel. Fax Mobi Email fcid:[email protected] EFTA01474247 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. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA01474248