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Begin forwarded message:
From: Vahe Stepanian aMia>
Date: August II, 2015 at 8:58:36 AM EDT
To: Richard Kahn < >, Daniel Sabba
Subject: RE: Cnh trade fC1
Classification: Confidential
Rich - we confirmed with our traders that the option currently does not have any value.
Recall the trade details are as follows:
TradeType EUR
BuySell Client Buys
Currencyl USD
CP Put
Notional' 75,000,000
Currency2 CNH
Notional2 -462,000,000
Strike 6.1600
ZoneCut TK: 15:00 hours (Local time in Tokyo)
ExpiryDate Wed 12 August 2015
SettlementDate Fri 14 August 2015
FixingReference SPOT
Premium 273,000
PremiumTerms USD
PremiumDate Thu 14 August 2014
Thank you,
Vahe
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 117844
CONFIDENTIAL SDNY_GM_00264028
EFTA01458071