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sd-10-EFTA01479691Dept. of JusticeOther

EFTA Document EFTA01479691

Subject: Indicative Levels - USDCNH 1 r Options [C] From: Tazia Smith < Date: Tue, 12 Aug 2014 08:55:50 -0400 To: eevacation@•mail.com Cc: Paul Morris Nav Gupta < Vahe Stepanian < 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 ly ATMS (6.1604) ly ATMF (6.2723) /6.4605 USDCNH p

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Subject: Indicative Levels - USDCNH 1 r Options [C] From: Tazia Smith < Date: Tue, 12 Aug 2014 08:55:50 -0400 To: eevacation@•mail.com Cc: Paul Morris Nav Gupta < Vahe Stepanian < 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 ly ATMS (6.1604) ly ATMF (6.2723) /6.4605 USDCNH p

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Subject: Indicative Levels - USDCNH 1 r Options [C] From: Tazia Smith < Date: Tue, 12 Aug 2014 08:55:50 -0400 To: eevacation@•mail.com Cc: Paul Morris Nav Gupta < Vahe Stepanian < 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 ly ATMS (6.1604) ly ATMF (6.2723) /6.4605 USDCNH put: 0.256% / 0.38% USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH lyr Price History 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 Mobile Email EFTA01479691

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