From: Tazia Smith Sent: 1/27/2014 11:24:15 AM To: jeevacation mail.com CC: Paul Morris Vinit Sahni Vahe Stepanian Subject: Trade Report 1/27/14 (Cj Attachments: pic28027.gif; pic12349.gif Classification: Confidential Jeffrey - Today you executed the following: 5 380k MONO 7.75% '42 at 7.78% (99.99.6427 clean/100.525402 dirty) sold 38mm MXN vs. USD at 13.4415 S2,841,918.92 USD proceeds (1/29 settle) Total loss on position: $155,098.90 Out of Mexican long bond, moving on. Looking at USDJPY as discussed. Indicative levels on an atm zerocost triple one touch below (digital strikes of 100, 99, 98 on the downside). Be back with additional thoughts, Tazia Spot reference = 102.70 Leg 1: European Option Call <Client> buys European USD Call on USD/)PY Strike: 102.75 Notional: USD 10,000,000 Expiry: Tue 27-Jan-2015 (1y) Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD 446,250 Premium Date: wed 29-)an-2014 Leg 2: one Touch <Client> sells One Touch on USD/JPY payout Barrier: 100 Payout: USD 220,000 Expiry: Tue 27-Jan-2015 settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -166,150 Premium Date: Wed 29-Jan-2014 Leg 3: One Touch <Client> sells one Touch on USD/JPY payout Barrier: 99 Payout: VSD 220,000 Expiry: Tue 27-Jan-2015 Settlement: Thu 29-Jan-2015 ZoneCut: NY Premium: USD -148,387 Premium Date: wed 29-Jan-2014 Leg 4: One Touch <Client> sells One Touch on USD/JPY payout Barrier: 98 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 101196 CONFIDENTIAL SDNY_GM_00247380 EFTA01446803