From: "jeffrey E." <jeevacationggmail.com> To: Richard Kahn < >, Tazia Smith < Subject: Re: FX Indicative Levels [C] Date: Tue, 02 Sep 2014 16:11:06 +0000 Inline-Images: Mail_Attachment.gif; Mail_Attachment(1).gif sell both positions On Tue, Sep 2, 2014 at 11:06 AM, Richard Kahn = wrote: Richard Kahn ew York, 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 aa> 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 (+$324,700 p/I) EFTA01190549