Case File
efta-01356971DOJ Data Set 10OtherEFTA01356971
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01356971
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
9m
JPY/KRO Forward Ref = 9.5650
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Tue 02-Aug-2016 (9m)
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Tue 02-Aug-2016 (9m)
Net Premium:
SOFL Pays
3.35% of JPY Notional (or —$332,781)
12m
JPY/KRO Forward Ref = 9.6050
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Tue 01-Nov-2016 (1y)
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Tue 01-Nov-2016 (1y)
Net Premium:
SOFL Pays
3.52% of JPY Notional (or —$349,669)
Thank you,
Vahe
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0043249
CONFIDENTIAL
SONY GM_00189433
EFTA01356971
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,400+ persons in the Epstein files. 100% free, ad-free, and independent.
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.