EFTA02019646.pdf

To: mug. From: Jeffrey Epstein Sent Tue 8/12/2014 3:15:31 PM Subject: Re: Indicative Levels - USDCNH 1yr Options [C] PAUL On Tue, Aug 12, 2014 at 8:52 AM, Tazia Smith 4.1.1.1...> wrote: Classification: Confidential my apologies, 36.4bps is correct, but my typo: $273k premium on $75mm USD. Be right back with report Tazia Smith Director I Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 305 Park Avenue. 10154-04200 New York. NV. USA peepop,, From: *jeffrey E." •cieevacationeamaitcom> To: Tazia S Date: 08/12/20 Subject Re: Indicative Levels - USDCNH 1yr Options (CI that does not sound right , are you sure its on 75 milion On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith rote: Classification: Confidential EFTA_R1_00524416 EFTA02019646 Jeffrey -- That' done for Southern Fnl at 36.4bps ($173,000 premium) 1yr USDCNH put ATMS strike (6.16) 75mm USD notional Best Regards, Tazia From: "jeffroy geevacationgsmail corn, To: Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH 1yr Options Pi 75 million notional puts at 38 basis points On Tuc, Aug 12, 2014 at 6:55 AM, Tazia Smith wrotc: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1y ATMS (6.1604) USDCNH put: 0.256% / 0.38% 1y ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 EFTA_R1_00524417 EFTA02019647 USDCNH 1 r Price Histo 6.1602 6.1606 6.1536 6.1622 6.1532 6.1535 "firSave ZNICIII" - a =MMS Mn Da • + Track , Zoom Tazia Smith Director I Koy Client Partners • US DB Securities Inc Deutsche Asset 8, Wealth Management 345 Park Avenue. 10t54-0004 New York. NV. USA PessifttivAeleonit This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the EFTA_R1_00524418 EFTA02019648 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 please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to ice% acation(agmail.com, and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/or privileged information. If you are not the intended recipient (or 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. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this EFTA_R1_00524419 EFTA02019649 communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacation@gmail.com and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved This communication may contain confidential and/or privileged information. If you are not the intended recipient (or 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. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacation@gmail.com, and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved EFTA_R1_00524420 EFTA02019650