From: "jeffrey E." <jeevacationggmail.com>
To: Richard Kahn < >, Tazia Smith <
Subject: Re: FX Indicative Levels [C]
Date: Tue, 02 Sep 2014 16:11:06 +0000
Inline-Images: Mail_Attachment.gif; Mail_Attachment(1).gif
sell both positions
On Tue, Sep 2, 2014 at 11:06 AM, Richard Kahn = wrote:
Richard Kahn
ew York,
Begin forwarded message:
From: Tazia Smith <
Subject: FX Indicative Levels [C]
Date: Se tember 2, 2014 at 8:52:18 AM EDT
To:
Cc: Paul Morris < >, Vahe Stepanian aa>
Classification: Confidential
Indicative levels, subject to market movement. Source: DB FX Pricer, 9/2/14.
EURUSD Spot Ref: 1.312
<Client> sells Put, buys Call on EUR/USD in a Risk Reversal
Put Strike: 1.345
Call Strike: 1.38
Notional: EUR 10,000,000 EUR
Expiry: Mon 08-Sep-2014
Settlement: Wed 10-Sep-2014
ZoneCut: NY
Premium: USD -329,800:5,100 (-324,700)
Premium Date: Thu 04-Sep-2014
Client Receives $324,700 (+$324,700 p/I)
EFTA01190549
USDCNH Spot Ref: 6.152
Leg 2: European Option Put
<Client> sells European USD Put on USD/CNH
Strike: 6.16
Notional: USD 75,000,000
Expiry: Wed 12-Aug-2015
Settlement: Fri 14-Aug-2015
ZoneCut: TK
Premium: USD -186,000 (.248%/.345%)
Premium Date: Thu 04-Sep-2014
Client Receives $186,000 (-$87,000 p/I)
Tazia Smith
Director I Key Client Partners - US
DB Securities Inc
Deutsche Asset & Wealth Management
New York. NY. USA
Ravitwbraelfrow
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
EFTA01190550
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 jeevacation@gmail.com, and
destroy this communication and all copies thereof,
including all attachments. copyright -all rights reserved
EFTA01190551