EFTA Document EFTA01461329

-12% -10% -5% 0% 5% 10% 15% Spot 90.21 92.26 97.38 102.51 107.64 112.76 117.09 0.05 0.04 0.04 0.03 1.1 0.9 0.8 0.7 3.7 3.1 2.6 2.3 6.4 5.4 4.6 4.0 9.1 7.7 6.7 5.8 11.8 10.1 8.8 7.7 14.4 12.5 10.9 9.5 Prices in %of USD notional Notes: I . premium decays positively if spot is unchanged 2. the premium is sensitive to moves in spot - much more than a regular 10y option 3. the mid price for a 10year expiry 85 strike USDJPY call (without any KO feature