Cc: , Paul Morris, vinit Sahni/db/ , Nav Gupta/db ,
vahe Stepanian/db
Date: 01/17/2014 12:05 PM
Subject: Trade Report 1/17/14 [I]
Classification: For internal use only
Jeffrey -
Today you bought a USDCAD 1.10/1.13, 1.17 knock-in call spread at 1.1% on
$10mm USD notional (5109,995 premium paid). Complete details below.
Speak with you soon,
Tazia
TradeType EUR
CP call
BuySell Client Buys
Currencyl USD
Notionall 10,000,000
Currency2 CAD
Notional2 -11,000,000
Strike 1.1
ZoneCut NY: 10:00 hours (Local time in New York)
ExpiryDate Thu 17 April 2014
SettlementDat Mon 21 April 2014
e
FixingReferen SPOT
ce
Premium 147,945
PremiumTerms USD
PremiumDate Tue 21 January 2014
DatabaselD
TradeType RKI
BuySell client sells
Currencyl USD
CP Call
Notionall -10,000,000
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109218
CONFIDENTIAL SDNY_GM_00255402
EFTA01452295