From: Tazia Smi
Sent: 3/18/2014 9:36:17 AM
To: jeevacatio
CC: VinitSahni avGuptiMI IDaulMorri
Subject: JPY 1025 vanilla - updates [CI
Attachments:
classification: confidential
Jeffrey -
Your USDJPY zero-cost 101 strike triple no-touch is up 54,507 mark-to-market.
Matures in 8 mos, 11/20.
Your USDJPY 102.5 strike call is down $76,687 mark to market. Matures in
1.5mos, 5/1.
Initial details on both below.
(Embedded image moved to file: pic07145.gif)
used with permission of Bloomberg Finance LP
mark to market source: DB valuation statement, 3/17/14
Forwarded by Tazia Smith cm 03/18/2014 09:29 AM
From: Tazia Smit
To: jeevacation@gmail.com,
Cc: Paul Morris, vinit Sahn Nay Gupta
Date: 01/31/2014 01:33 PM
Subject: Trade Report 1/31/14 - 3mo short yen [C]
Classification: Confidential
Jeffrey -
Today you executed the following slightly near-the-money, 3mo USDJPY vanilla
call for 1.9%
(pulled the strike in from the 102.75 level shown to 102.50 since spot has
come in since prior indicative level).
Counterparty SOFL
TradeType EUR
BuySell Client Buys
Currencyl USD
CP Call
Notionall 10,000,000
Currency2 JPY
Notional2 -1,025,000,000
Strike 102.50
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110872
CONFIDENTIAL SDNY_GM_00257056
EFTA01453332