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EFTA02489955

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From: Daniel Sabba To: leevacationagmail.cont" [email protected]> Subject: Re: Fw: Gautam:EMEA FX Chartpack: high yielders vs. low yielders divergence [I] Sent: Friday, September 11, 2015 1:26:56 AM ATT00003.onq ATT00010.pnq ATT00007.onq ATT00008.pnq ATT00009.pnq ATT00002.pnq ATT00005.pnq ATT00001.pnq ATT00004.pnq ATT00006.pnq Classification: For Internal Use Only Ok. There are two trades I would like you to look at. One a cheap long term play in crude, other a play on global central bank liquidity coming down. From: jeffrey E. [mailto:[email protected]] Sent: Thursday, September 10, 2015 04:21 AM To: Daniel Sabba Subject: Re: Fw: Gautam:EMEA FX Chartpack: high yielders vs. low yielders divergence [I] speak later today I am in europe On Thu, Sep 10, 2015 at 4:48 AM, Daniel Sabba wrote: Classification: For Internal Use Only Thought provoking charts. From: Isin Sumengen-Ziel (DEUTSCHE BANK AG, LO) [mailto: Sent: Wednesday, September 09, 2015 10:09 AM Subject: Gautam:EMEA FX Chartpack: high yielders vs. low yielders divergence Given the volatile price action in the EMEA high betas (TRY, RUB, ZAR), the below charts may be informative: 1) Stretchometer: Price action is certainly stretched (on the weaker side) across the board, but especially in MYR and BRL. TRY ZAR RUB price action is also stretched, but not as much as before the rally over the past two days. EFTA_R1_01610716 EFTA02489955

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