Case File
efta-01367769DOJ Data Set 10OtherEFTA01367769
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01367769
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
JPYKRO Spot Ref = 9.4689
6m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: 4.82% of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: -1.29% of JPY Notional
Net Premium:
SOFL Pays
3.53% of JPY Notional
9m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium: 6.070/0 of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium: -2.20% of JPY Notional
Net Premium:
SOFL Pays
3.88% of JPY Notional
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0059374
CONFIDENTIAL
SONY GM_00205555
EFTA01367769
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