Classification: For internal use only
thx pls stay on him, hope you're all well,
Paul Morris
Managing Director
Deutsche Bank Private Bank
345 Park Avenue, 27th Floor
New York, NY 10154
Office:
Cell:
From
To. "eevacationrib. mail.com
Cc'
Date: 04/15/2014 07:46 AM
SubjectJeffrey - latest prices with suggested sizes - Nay [C]
Classification: Confidential
Jeffrey,
Updated prices and proposed sizes.
1. Buy 10y BTP (March2024). 10y yield is 5bp lower today. I still like eur2mm
here 3.125% YTM and suggest work a soft order to add eur1.5mm at 3.25%,
eur1.5mm 3.35%.
2. EURUSD spot FX is 1.3802 from 1.3827 yesterday. Suggest buying 2week
vanilla 1.40c at 5-6c in EUR 50mm notional (cost EUR25-30k)
3. position for a stronger dollar by buying 1y 5% OTM SPOT EURUSD binary
puts at 21% of payout. suggest do half (eur500k payout costing 0.21*500k)
now, and the other half when spot 139-140
4. nationwide coco currently 6.42% offered. I suggest scaling in £2mm on an
order at 6.5% and £2mm on order at 6.75%
thanks
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 111727
CONFIDENTIAL SDNY_GM_00257911
EFTA01453881