On Mar 3, 2016, at 9:33 AM, Vahe Stepanian > wrote: Classification: Confidential Jeffrey — please find indicative EURUSD pricing below per my conversation with Rich. Please let us know which strike you'd like to execute and we will follow up with live levels. Thank you, Vahe Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry Spot Ref = 1.0904 European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep2016 Settlement: Thu 08-Sep2016 Leg 2: European Option Put SOIL buys European EUR Put on EUR/USD Strike: 1.0675 Notional: EUR 100,000,000 Expiry: Tue 06-Sep2016 Settlement: Thu 08-Sep2016 Net Premium: SOIL Pays USD 0 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120701 CONFIDENTIAL SDNY_GM_00266885 EFTA01459923
