From:
"Jeffrey E." <jeevacation@gmail.com>
To:
Tazia Smith
Date:
08/12/2014 10:23 AM
subject:
Re: Indicative Levels - USDCNH lyr Options [C]
75 million notional puts at 38 basis points
On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith < > wrote:
Classification: confidential
Jeffrey -
USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot)
ly ATMS (6.1604) USDCNH call: 1.041% / 2.215%
ly ATMF (6.2723) USDCNH call: 1.041% / 1.190%
ly ATMF / ATMF +3% call spread: 0.469% / 0.73%
Strikes: 6.2723 /6.4605
ly ATMS (6.1604) USDCNH put: 0.256% / 0.38%
ly ATMF (6.2723) USDCNH put: 1.007% / 1.154%
Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14
USDCNH lyr Price History
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Tazia Smith
Director I Key client Partners - us
DB Securities Inc
Deutsche Asset & wealth Management
345 Park Avenue, 10154-0004 New York, NY, USA
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