From: Tazia Smith
Sent: 4/30/2014 12:44:15 PM
To: jeevacation@gmail.com
CC: ; Vinit Sahni ; Paul Morris
; Vahe Stepanian
Subject: USDJPY call expires tmw + OTC p/I update (CI
Classification: Confidential
Jeffrey -
As y011 knou. USDJPY 102.5 call expires tomorrow. Copper px chid below. Malt and Nay ce'd here to opine.
As of 4/29/14
Live
Description Trade Date Expiration Notional Cost Basis MTM* MTM* P/L
USDJPY Triple One-Touch 101 Call 11/21/2013 11/20/2014 1,000,000 USD $ $ 4,752 S 4,752
USDJPY 102.5 Can 1/31/2014 5/1/2014 10,000,000 USD $190,000 S 26,484 5 (163,516)
Dec14 Copper 7000 Call 4/7/2014 12/3/2014 1,250 metric tors $331,250 S 293,490 5 (37,760)
° $521,250 $ 324,726 $ (196,524)
Not a bid/offer. Mid Mark-to-Market as reported on client's DB Valuation Statement.
Closed
Initial Trade Unwind Unwind
Description Date Trade Date Cost Basis Value P/L
USDCAD RKI Call Spread 1/.17/2014 3/5/2014 $109,995 $ 115,C0C S 5,005
USDRUB 37.595 Binary 3/13/2014 4/14/2014 1,000,000 USD $257,000 S S (257,000)
Jun14 WTI 101/93.50 Risk Reversal 3/13/2014 5/15/2014 100,000 bbls $ 5 312,00C $ 312,000
$ 60,005
I,ME Dec11 ('upper Price History
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0123770
CONFIDENTIAL SDNY_GM_00269954
EFTA01461620