SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry 6m SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevaCati0nOcimail.com] Sent: Tuesday, June 30, 2015 5:40 AM To: Vahe Stepanian Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Re: FW: Longer Dated EUR Downside (3y structures) [C] great, how about the 6 month 105 and 104. On Mon, Jun 29, 2015 at 5:15 PM, Vahe Stepanian wrote: Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD spot ref 3m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1660 strike Net premium: zero 6m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1680 strike Net premium: zero Thank you, Vahe CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 117435 CONFIDENTIAL SDNY_GM_00263619 EFTA01457763