From: Richard Kahn • To: "Jeffrey E." <[email protected]> Subject: Fwd: FX Indicative Levels [C] Date: Tue, 02 Sep 2014 15:06:51 +0000 Inline-Images: Mail_Attaehment.gif; Mail_Attachment(1).gif Richard Kahn HBRK Associates Inc. New York, NY 10022 Begin forwarded message: From: Tazia Smith < Subject: FX Indicative Levels [C] Date: Se tember 2, 2014 at 8:52:18 AM EDT To: Cc: Paul Morris < >, Vahe Stepanian Classification: Confidential Indicative levels, subject to market movement. Source: DB FX Pricer, 9/2/14. EURUSD Spot Ref: 1.312 <Client> sells Put, buys Call on EUR/USD in a Risk Reversal Put Strike: 1.345 Call Strike: 1.38 Notional: EUR 10,000,000 EUR Expiry: Mon 08-Sep-2014 Settlement: Wed 10-Sep-2014 ZoneCut: NY Premium: USD -329,800:5,100 (-324,700) Premium Date: Thu 04-Sep-2014 Client Receives $324,700 (41324,700 WO USDCNH Spot Ref: 6.152 Leg 2: European Option Put <Client> sells European USD Put on USD/CNH Strike: 6.16 Notional: USD 75,000,000 Expiry: Wed 12-Aug-2015 EFTA01190521