From: "jeffrey E." <jeevacation@gmail.com>
To: Paul Morris/db/dbcomMOBAmERICAS, Richard Kahn
Date: 08/12/2014 11:17 AM
Subject: Re: Indicative Levels - USDCNH lyr Options [C]
you have got to be kidding
On Tue, Aug 12, 2014 at 8:52 AM, Tazia Smith Ktazia.smithOdb.com> wrote:
classification: confidential
my apologies, 36.4bps is correct, but my typo: $273k premium on $75mm USD.
Be right back with report
(Embedded image moved to file: pic25779.gif)
Tazia Smith
Director I Key Client Partners - US
DB Securities Inc
Deutsche Asset & wealth Management
345 Park Avenue, 10154-0004 New York, NY, USA
(Embedded image moved to file: pic10085.gif)
From: "jeffrey E." <jeevacation@gmail.com>
To: Tazia smith/db/dbcom@DBAmERIcAs,
Date: 08/12/2014 10:43 AM
Subject: Re: Indicative Levels - USDCNH lyr Options [C]
that does not sound right , are you sure its on 75 milion
On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith <tazia.smith@db.comm wrote:
Classification: confidential
Jeffrey -- That' done for Southern Fnl at 36.4bps ($173,000 premium)
lyr
USDCNH put
ATMS strike (6.16)
75mm USD notional
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 113692
CONFIDENTIAL SDNY_GM_00259876
EFTA01455137