Case File
efta-01375497DOJ Data Set 10OtherEFTA01375497
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01375497
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
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1200 / 1250 / 1.15%
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1220 / 1280 / 1.00%
6m USDKRW Premium Neutral Collars
SOFL buys the USDKRW call and sells the put option (quoted as Call Strike / Put Strike)
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1220 / 1170
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1230 / 1164
USDTWD
Spot Ref: 32.35
6m USDTWD Premium Neutral Collars
SOFL buys the USDTWD call and sells the put option (quoted as Call Strike / Put Strike)
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33.50 /31.90
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34.00 /31.70
USDSGD
Spot Ref: 1.4070
6m USDSGD Premium Neutral Collars
SOFL buys the USDSGD call and sells the put option (quoted as Call Strike / Put Strike)
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1.4250 / 1.4070
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1.4500 / 1.3900
Vanilla basket call
Equally-weighted basket in USDCNH and USDKRW
Strike/ Premium:
ATMS / 2.51%
2.5% OTMS / 1.37%
Basket cheapening to vanillas:
15%
20%
Equally -weighted basket in CNH, KRW, SGD and TWD
Strike/ Premium:
ATMS 12.20%
2.5% OTMS/ 1.28%
Basket cheapening to vanillas:
17%
25%
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0070999
CONFIDENTIAL
SONY GM_00217183
EFTA01375497
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