Cc: Paul Morris, Vinit Sahni, Nav Gupta
vahe
Stepanian
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
S10mm USD notional ($109,995 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
DatabaseID
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 110208
CONFIDENTIAL SDNY_GM_00256392
EFTA01452897