From: Tazia Smith II
Sent: 1/31/2014 1:33:07 PM
To: jeevacation@gmail.com
CC: • Paul Morris I I; Vinit Sahni [ ]; Nay Gupta
Inay.gupta@db.corni
Subject: Trade Report 1/31/14 - 3mo short yen ICI
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
ZoneCut NY: 10:00 hours (Local time in New York)
ExpiryOate Thu 01 May 2014
SettlementDate Wed 07 May 2014
FixingReference SPOT
Premium 190,000
PremiumTerms USD
PremiumDate Tue 04 February 2014
Tazia Smith
Director I Key Client Partners - US
Deutsche Bank Setunties Inc
Deutsche Asset & Wealth Management
345 Park Avenue. 26th Floor
New Y rk NY 1
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CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0101241
CONFIDENTIAL SDNY_GM_00247425
EFTA01446840