This is a last-ditch effort to de-escalate the situation
2) Central Bank of Russia meeting today at 9:30 where Bloomberg survey expects no change
Swaps curve is pricing in over a 100bp hike. How will the central bank react to FX pressures?
Ongoing tensions justify a cautious approach into the weekend.
Tactically go long lm WTI Calls 101 ($1) and short DAX
Russia 5 swa
9.3£5
• Last Price 9.3850
T High on 03/14/14 9.3850 9.0000
-•- Average 7.2356
J. Low on 08/08/13 6.8600 8.5000
8.0000
7.5000
7.0000
Mar Jun Sep Dec ar
2013 I 2014
RRSWMS Curacy (RUB SWAP VS MOSPRIME SYR) Daily 14MAR2013-14MAR2014
CopyrightZ 2014 Bloomberg Finance L.P. 14-Mar-2014 07:18:48
WTI Crude Oil future Apr14
103.00
il • CL34 COMB Comdty 98.17
T High on 03/09 22:00 102.82 102.00
-- Average 99.70
A. Low on 03/12 16:01 97.55 101.00
• Prey Close 102.58
100.00
99.00
10 11 12
Mar 2014
CL.34 Comity (WTI CRUX FUTURE Apr14) 5 Days Tick Copyritti 2014 Incombseg Finsoca L.D.
La-Mar-2014 0710.45
Gold spot price
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110799
CONFIDENTIAL SDNY_GM_00256983
EFTA01453277