Case File
efta-01386971DOJ Data Set 10OtherEFTA01386971
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01386971
Pages
1
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0
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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: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays
3.10% of JPY Notional (or —$307,947)
9m
JPY/KRO Forward Ref = 9.5650
Leg 1: European Option Call
SOFL buys European SPY 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 SPY Call on JPY/KRO
Strike: 10.39918
Notional: WY 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 SPY Call on JPY/KRO
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0088947
CONFIDENTIAL
SONY GM_00235131
EFTA01386971
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