SOFL buys European EUR Put on EUR/USD
Strike: 1.04
Notional: EUR 100,000,000
Expiry: Wed 30-Dec-2015 (6m)
Premium: $1,270,000 /
$1,415,000
SOFL sells European EUR Call on EUR/USD
Strike: 1.1615
Notional: EUR 100,000,000
Expiry: Wed 30-Dec-2015 (6m)
Premium: USD $1,324,000 / $1,440,000
2) Risk Reversal with 1.05 strike put
SOFL buys European EUR Put on EUR/USD
Strike: 1.05
Notional: EUR 100,000,000
Expiry: Wed 30-Dec-2015 (6m)
Premium: $1,490,000 / $1,615,000
SOFL sells European EUR Call on EUR/USD
Strike: 1.155
Notional: EUR 100,000,000
Expiry: Wed 30-Dec-2015 (6m)
Premium: USD -1,550,000 / $1,650,000
Please let us know if you wish to execute.
Thank you,
Vahe
Vahe Stepanian
Assistant Vice President I Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobile
Email
All trade execution information contained herein is being provided as an accommodation at your request in advance of
your receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of
the trade(s) may be subject to change prior to settlement, and therefore the official trade confirrnation(s) and account
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0069235
CONFIDENTIAL SDNY GM_00215419
EFTA01374517