EFTA00633822.pdf

From: Tazia Smith <I To: jeevacation®gmail.com Cc: , Paul Morris , Nav Gupta Whe Stepanian Subject: Indicative Levels - USDCNH lyr Options [C] Date: Tue, 12 Aug 2014 12:55:50 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2) Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1yATMS (6.1604) USDCNH call: 1.041%! 2.215% I y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF /ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 1yATMS (6.1604) USDCNH put: 0.256% / 0.38% 1 y ATMF (6.2723) USDCNH put: 1.007% / 1.154% Indicative levels, subject to market movement. Source: DB FX Pricer, 8/12/14 USDCNH 1yr Price History USDCNH 1 6.1604 +.0069 BGN 6.1602 /6.1606 BGN At 8:29 0. 6.1536 Hi 6.1622 Lo 6.1532 Close 6.1535 Value 08/14/14 USDCNH EGN Curn 2.C:: 08/12/2014 Last Price • BC` 10 3D III 6 YID 1Y Max Daily • 41. Track .4 Annotate '4 99 Save Asw99 Actions - 97) Edit - 99 Table Line 221 Compare vcv Avss o• Last Price 6 1604 T High on 05/28/14 6.2645 -0- Average 6.1370 1 Low on 01/20/14 6.01% Sep 2013 Mar Line Chart O No Lower Chart la C Security/Study WS 0 , Zoom 2014 Jun 14 Event I-6.2500 0-6.2000 6.1604 0.1.D1AI 0-6.1000 0-6.0500 EFTA00633822 Tazia Smith Director i Key Client Partners - US DB Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 10154-0004 New York. NY. USA Tel. Fax Mobile Email Pan-io-i,:fuPgeferent. 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. EFTA00633823