EFTA01141045.pdf

From: Tazia Smith •Tz > To: jeevacationftmail.com Cc: Paul Morris Vahe Stepanian Subject: EURUSD Depost Plus, 4.5% annualized yield [C] Date: Tue, 24 Dec 2013 15:59:01 +0000 Inline-Images: unnamed; unnamed(1); unnamed(?) Classification: Confidential Jeffrey: Monetize your bulish view on the cow to pick to yield shot duration via a EURUSD DepositPlus (sell USDcEURp and oellect premium). i( assigned. flip to EUR nn deposit. spot ref: 1.38705 EURUSO Deposal Plus (USD on deposit) Tense. hnonth Strike: -1.3573 Yield: 4.5% annualized (pad in USD) Note the uptick to longer4aled sovereign periphery credit: ex: Pcrlugal 3.35% 10115115 -2.92% Consider $5, 10mrn USD in Southern Financial Updated at 10:55:01 CCY pair EURUSD Deposit CCY USD Spot rate 1.36705 Zone cut NY (New York) Yield Tenorffixo) Nt22 2.4r& 225 2.922 3.54Ye 4.992 §.402 222 i995 5.22 07-Jan-14 (2W) 01586 1 3549 1.3560 1.3570 1 3579 1.3587 1.3595 1.3602 1.3609 1.3615 1.3621 28-Jan-14 (1M) 0.1729 1 3463 1 3490 1 3513 1 3535 1.3555 1 3573 1.3590 1 3606 1.3622 1 3636 Source: DB Autobahn. 12/24/13 TaS Smith Droste I Key Ctont Parren • US Deutsche Bark Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 28th Floor Pcsrrio-1,-to- Perform. EFTA01141045 This communication may contain confidential and/or privileged information. If you are not the intended recipient lox have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA01141046