EFTA01359469

Date

Unknown

Source

DOJ Data Set 10

Reference

efta-01359469

Pages

Persons

Integrity

Summary

Ask AI About This Document

0upvotesShare

Post Reddit

Save Post Watch

Extracted Text (OCR)

EFTA Disclosure

Text extracted via OCR from the original document. May contain errors from the scanning process.

From: Vahe Stepanian Sent: 10/30/2015 3:50:36 PM To: jeffrey E. [jeeyacation@ mail corn CC: Daniel Sabba Stewart Oldfield • Ariane Dwyer • Paul Morris I; Richard Kahn Subject: RE: JPY/KRO Call Spreads ICI Classification: Confidential Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads. Details as follows: 6m JPY/KRO Forward Ref = 9.5350 Leg 1: European Option Call SOIL buys European JPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or - 510mm) Expiry: Thu 28-Apr-2016 (6m) Leg 2: European Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or - 510mm) Expiry: Thu 28-Apr-2016 (6m) Net Premium: SOFL Pays 3.10% of JPY Notional (or - 5307,947) 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 - 510mm) 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 - 510mm) Expiry: Tue 02-Aug-2016 (9m) Net Premium: SOIL Pays 3.35% of JPY Notional (or - 5332,781) 12m JPY/KRO Forward Ref = 9.6050 Leg 1: European Option Call SOFL buys European JPY Call on JPY/KRO CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0047551 CONFIDENTIAL SDNY_GM_00193735 EFTA01359469

Related Documents (6)

DOJ Data Set 9OtherUnknown

From: Vahe Stepanian

Dept. of JusticeOtherUnknown

EFTA Document EFTA01376901

From: Vahe Stepania Sent: 12/4/2015 1:56:49 PM To: Richard Kahn mj CC: Daniel Sabba riane Dwyer " ' 'Paul Morris [ Stewart Oldfield Subject: RE: Dispersion Call Option [CI Classification: Confidential One more point worth mentioning - the realized dispersion when we spoke on Wednesday was - 9.95%. This decline from 9.95% to 9.41% would also affect the indicative bid of the option. From: Vahe Stepanian Sent: Friday, December 04, 2015 1:09 PM To: Richard Kahn Cc: Daniel Sabba

DOJ Data Set 10CorrespondenceUnknown

EFTA Document EFTA01365873

DOJ Data Set 9OtherUnknown

From: Vahe Stepanian

Dept. of JusticeOtherUnknown

EFTA Document EFTA01381105

From: Ariane Dwyer Sent: 9/3/20)5 3:47:02 PM To: Darren Indyke ; Richard Kahn CC: Daniel Sabba I; Vahe Stepanian Stewart Oldfield I Paul Morris Subject: ISDA Amendments ICI Attachments: Southern Financial LLC - Amendment Agreement - First Draft.doc; Southern Trust Company Inc. - Amendment Agreement - First Draft.doc Classification: Confidential Darren and Rich, Please find attached the ISDA amendments for Southern Financial and Southern Trust. Let us know if you have any quest

Dept. of JusticeOtherUnknown

EFTA Document EFTA01457801

From: Paul Morris Sent: 7/1/2015 3:52:39 PM To: 'Jeffrey E.' [email protected]) Subject: RE: EURUSD Risk Reversal Pricing [C] Ok ---Original Message--- From: Jeffrey E. [jeevacation©gmail.com] Sent: Wednesday, July 01, 2015 03:51 PM Eastern Standard Time To: Paul Morris Subject: Re: EURUSD Risk Reversal Pricing [C] on plane with people talk tomor morning On Wed, Jul 1, 2015 at 9:50 PM, Paul Morris < > wrote: Jeffrey Daniel and Vahe are on the desk if you have a few minutes no

Forum Discussions

This document was digitized, indexed, and cross-referenced with 1,400+ persons in the Epstein files. 100% free, ad-free, and independent.

Donate More ways to support →

Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.