--- Forwarded by Tazia Smith-on 0307,2014 12.18 PM ----
From. Tazia Smrtha
To. J <jeevacabon@gmarl.com>@DEUBAINT.
Cc P Moms. Vines Sahn Nay
Gupta ahe Stepania
Date 01/17/201412:05 PM
Subiort Trade Report 1/17/14 III
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 510mm USD notional ($109,995 premium
paid). Complete details below.
Speak with you soon,
Tazia
TradeType EUR
CP Call
BuySell Client Buys
Currencyl USD
Notional' 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
SettlementDate Mon 21 April 2014
FixingReference SPOT
Premium 147,945
PremiumTerms USD
PremiumDate Tue 21 January 2014
DatabaselD
TradeType RKI
BuySell Client Sells
Currencyl USD
CP Call
Notionall -10,000,000
Currency2 CAD
Notional2 11,300,000
Strike 1.13
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110200
CONFIDENTIAL SDNY_GM_00256384
EFTA01452890