EFTA01376783.pdf

From: Vahe Stepanian (milmomposimallon. Sent: 8/17/2015 6:51:25 PM To: Jeffrey E. ueevacation mail.com CC: Daniel Sabba Arian° Dwyer ; Paul Morris Stewart Oldfield I; Richard Kahn I Subject: FW: Trade ideas for shorting Asian currencies (Cl Attachments: CNY 8.14.15.pdf Classification: Confidential Jeffrey — I've included additional pricing below to short Asian currencies on the back of conversations today with Rich. Please let us know your thoughts and we can provide live pricing per your request. Pricing below is indicative and assumes $50mm notional. Thank you, Vahe USDKRW Spot Ref: 1182.80 6m USDKRW Call Spreads SOFL buys low strike and sells high strike (quoted as Low Strike / High Strike/ Premium as % of USD Notional) 1200/ 1250/ 1.15% 1220/ 1280/ 1.00% 6m USDKRW Premium Neutral Collars SOFL buys the USDKRW call and sells the put option (quoted as Call Strike / Put Strike) 1220 / 1170 1230/ 1164 USDTWD Spot Ref: 32.35 6m USDTWD Premium Neutral Collars SOFL buys the USDTWD call and sells the put option (quoted as Call Strike / Put Strike) 33.50/31.90 34.00/ 31.70 USDSGD Spot Ref: 1.4070 6m USDSGD Premium Neutral Collars SOIL buys the USDSGD call and sells the put option (quoted as Call Strike / Put Strike) 1.4250 / 1.4070 1.4500 / 1.3900 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0073171 CONFIDENTIAL SDNY_GM_00219355 EFTA01376783