Barrier 1.17
FixingReference SPOT
Premium 20,000
PremiumTerms USD
PremiumDate Thu 06 March 2014
--- Forwarded by n 03O7;2014 12.18 PM ---
From. Tazia Smithidbidboorn
To. J leevacabonehomailcom>6DEUESAINT.
Cc: Raul Morris.
Date 01/17!201412:05 PM
Subrot Trade Report:1/17/14 II]
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
($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
SettlementDate Mon 21 April 2014
FixingReference SPOT
Premium 147,945
PremiumTerms USD
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110256
CONFIDENTIAL SDNY_GM_00256440
EFTA01452927