ize - EUR 25mm delta): A. Sy EURUSD premium neutral risk reversal (long EURUSD put struck at 1.2450 / short EURUSD call struck at 1.4600) B. short EURUSD lbn Sy forward. Forward points: 1040/1125 C. ly EUR puts struck at 1.2450 (spot) offered at 2.90% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDN

ong EURUSD put struck at 1.2450 / short EURUSD call struck at 1.4450). EUR 1.5bn notional per leg would lead to a net delta of EUR 1.05bn B. short EURUSD lbn Sy forward. Forward points: 1034/1120 C. ly EUR puts struck at 1.2450 (spot) offered at 3.10% - EUR 2.3bn notional would lead to a delta of EUR 967mm