From: Tazia Smith
Sent: 3/7/2014 12:33:50 PM
To: jeevacation@gmail.com
CC: Paul Morris..: Va he Stepanian
Vinit Sahni Nay Gupta
Subject: USDCAD RKI Call Spread Valuation History • CHART ill
Classification: For internal use only
Jeffrey -
Chart of your USDCAD Reverse Knock In (RKI) Call Spread Valuation history below. Trade dates 1/17 and 3/5 (trade
details below).
USDCAD RKI Call Spread Valuation History
180,000 ■ -.Net Value
160,000
•
•
140,000 ■ a
■ • • ■
120,000 •• a •
■
100,000 •
80,000 •
60,000
40,000
20,000
„, ge"e cre,_ t?, 03
,e -.Jo •?o, cl)
"0o O4 "Poir "4? "%, -3
/4 "..474 ".%
• • • • •1 4
Trade dates 1/17 and 3/5, represent actual bid/ask levels. All other valuations are mid-levels valuation directly from DB
Valuation Statements.
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0110197
CONFIDENTIAL SDNY_GM_00256381
EFTA01452887