Subject: RE: FW: Lon er Dated EUR Downside (3y structures) [C] From: Paul Morris Date: Tue, 30 Jun 2015 10:18:20 -0400 To: Vahe Stepanian Daniel Sabba Classification: Confidential Try to call him on this thx Paul Morris Managing Director Deutsche Bank Private Bank Office Cell: From: Vahe Stepanian Sent: Tuesday, June 30, 2015 9:18 AM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 EFTA01473703