Extracted Text
Highlighting: “"RKI Call"”
so we had two ooportunites since inception to have 50k profit. and waited until almost none.? please explain
the low bids on todays mortage bond
On Fri, Mar 7, 2014 at 1:33 PM, Tazia Smith CIMa> wrote:
Classification: For internal use only
Jeffrey -
Chart of your USDCAD Reverse Knock In (RKI) Call Spread Valuation history below. Trade dates
1/17 and 3/5 (trade details below).
USDCAD RKI Call Spread Valuation History
180,000
—ID— Net Value
160,000
140,000
120,000
100,000
80,000 ----
60,000 -
40,000
20,000
3 3
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1 -13.1 <to o C>s elf,
->0 "}0 --?0,7 "Jo <b -20 -"?
4 y 4
Trade dates 1/17 and 3/5, represent actual bid/ask levels. All other valuations are mid-levels valuation
directly from DB Valuation Statements.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110253
CONFIDENTIAL SDNY_GM_00256437
EFTA01452924