y KAGLIS0 24. 743 34W30 3394 600300 1.6(141 USCOPY 0339 lOPTUID MO XPOUSO 60.33 RIPIUID 1.330 USD0) HO 01000 03631 USOCAO 1010.1 AUDUSD 0384 USDNOR SINS Otsp.e..I Ono.n.al Cwt... (Ion 0.41. 2..A. re... O.I.. I.. ,, u...“... rd.t..nui C.,......,, 0.....m,on 1*....1 not.

.150 21115 1tAUUSD 1906.4 OPUSD 1 3706 USCUPP 63.44 xleUSD 1667.71 >MOW 5642S %MUSD 13632 USOCLP 404.1 V9,00 09921 VSOCAD 1.(9113 AUDUSD 0916 1.150140K 51769 Compact Spot Contract (eta out Forward contracts it one Date f oPcY Rough, Notional Sold Nrotionel Peng Dote Rote

USD-JAY 113 119 117 117 115 112 110 EUR-JPY 129 131 126 129 127 125 127 Dollar Bloc USOCAD 1.29 1.32 1.36 1.34 1.33 1.32 130 AUDUSD 0.76 0.71 0.70 0.70 0.71 0.73 0.75 NZDUSO 0.73 0.68 0.67 0.67 0.68 0.70 0.71 Europe EUR•GBP 0.88 0.88 0.87 0.87 0.86 0.87 027

1.30 882 1.60 1.28 1.30 88 90 88 87 1.58 1.60 1.61 1.63 1.32 1.34 EUR 2.8% JPY 10.7% GBP 6.0% AUD 6.2% BRL -2.1% CNY 2.4% AUDUSD USD/BRL USO/CNY 1.05 2.03 6.2 6.28 6.25 6.2 6.15 1.04 1.05 2.10 2.08 2.07 2.05 1.06 1.07 USDMRW USD/TRY 1063.68 1070 1060 1040

XAGUSD 30345 >WNW 105.35 G941.151) 14253 USD/ 49 0435 %TAO 1540 MUSD 7041 CORM 13193 ...$190.9 4792 1.150012 69154 USDCAD 09921 AUDUSD 1.039 UIDSO1t 5.548 COIrrpIOC Ions Trade Data 4449 Date Dir4Vron Commothly 1nm Notional Coal 50.9.• Cuff...CY Type Closo ON 044441 O

ntime, we respect the ranges from 111.90 -113.40 and the same holds for the EUR cross with 131.85 -132.85 respected for now. AUD, NZD (Greg Fiori) AUDUSD: Support: .7733 (last week's low) NZDUSD: Support: .7052 (this week's low) Resistance 7810 Resistance: .7146 (200 dma) AUD-NZD- Audusd gettin

now, all eyes are on NFPs today with short term ranges having the potential to break. A 113 close is the key to the topside. AUD, NZD (Greg Fiori) AUDUSD: Support: .7743 (o/n low) then .7700-10 Resistance: .7820 NZDUSD: Support: .7050 Resistance: .7156 (200 dma) AUD-NZD- Aud and Nzd trading heav

ect the ranges in USDJPY with current skew holding to the downside but big moving averages below should hold until tomorrow. AUD, NZD (Greg Fiori) AUDUSD: Support: .7780 then .7733 (last week's low) Resistance: .7850 NZDUSD: Support: .7052 (this week's low) Resistance: .7159 (200 dma) AUD-NZD-

AD 1% OTMS Put Dual for 8.6% Vanilla Digitals offered at 42% and 41.5% so zero corr offer of 17.4% (this means that if correlation was zero between AUDUSD and USDCAD, the offer would be 17.4% instead of 8.6%) Theme 1+9: Buy a 15Dec USDJPY 1% OTMS Call USDTRY 1% OTMS Put Dual for 9.3% Vanilla Digitals

rienced increased volatility and marked depreciation vs. USD (see historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied vol, skew and f

rienced increased volatility and marked depreciation vs. USD (see historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied vol, skew and f

xperienced increased volatility and marked depreciation vs. USD (see historical price chart below) Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK Premium neutral bullish risk reversals on commodity currencies can take advantage of implied vol, skew and for

rienced increased volatility and marked depreciation vs. USD (see historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied vol, skew and f

g Finance LP. Z-score values are calculated using three years of historical data. Page 20 Deutsche Bank AG/London EURCAD UUDCAD AUDCAD AUDNZD AUDUSD NZDUSD EURUSD EURAUD USDNOK GBPCAD GBPUSD EURNOK USDCHF USDSEK EURNZD EURCHF EURSEK EURGBP AUDJPY CADJPY GBP3PY EURJPY USDJPY EFTA

sted. Also consider further downside in Aussie dollar. Example: 3mo 0.85 strike digital AUDput/USDcall. spot ref 0.9, pay 12.5% (9.1 offer vol), if AUDUSD below .85 at maturity, receive 100% (8x premium paid). Max loss: premium paid Indicative levels only, subject to market movement, source: DB KCP L

sted. Also consider further downside in Aussie dollar. Example: 3mo 0.85 strike digital AUDput/USDcall. spot ref 0.9, pay 12.5% (9.1 offer vol), if AUDUSD below .85 at maturity, receive 100% (8x premium paid). Max loss: premium paid. Indicative levels only, subject to market movement, source: DB KCP

sted. Also consider further downside in Aussie dollar. Example: 3mo 0.85 strike digital AUDput/USDcall. spot ref 0.9, pay 12.5% (9.1 offer vol), if AUDUSD below .85 at maturity, receive 100% (8x premium paid). Max loss: premium paid. Indicative levels only, subject to market movement, source: DB KCP Lo