Case File
efta-01450723DOJ Data Set 10OtherEFTA01450723
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01450723
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
Bullish China (8.6% GDP Growth)
Other - Bullish Equities, favor Tech in the US
(See attached file: ARIA - competitor upgrade 12.20.13.pdf)
(See attached file: AEGR 11.18.13.pdf) (See attached file: CIE 12 .19.13.pdf)
spot ref 1.3700
Leg 1: Call Spread
<client> buys call, sells call on EUR/USD in a call spread
Strike: 1.37 : 1.43
Notional: EUR 1,000,000 EUR
Expiry: Tue 25-Mar-2014 (3m)
Settlement: Thu 27-Mar-2014
ZoneCut: NY
Premium: USD 20,620:-2,630 (17,990)
Premium Date: Fri 27-Dec-2013
Leg 2: Call Spread
<client> buys Call, sells Call on EUR/USD in a call spread
Strike: 1.37 : 1.45
Notional: EUR 1,000,000 EUR
Expiry: wed 25-)un-2014 (6m)
Settlement: Fri 27-Jun-2014
ZoneCut: NY
Premium: USD 30,780:-5,210 (25,570)
Premium Date: Fri 27-Dec-2013
Leg 3: European Option Call
<Client> buys European EUR Call on EUR/USD
Strike: 1.37
Notional: EUR 1,000,000
Expiry: Tue 25-Mar-2014 (3m)
Settlement: Thu 27-Mar-2014
ZoneCut: NY
Premium: USD 20,640
Premium Date: Fri 27-Dec-2013
Leg 4: European Option Call
<Client> buys European EUR Call on EUR/USD
Strike: 1.37
Notional: EUR 1,000,000
Expiry: Wed 25-Jun-2014
Settlement: Fri 27-Jun-2014
ZoneCut: NY
Premium: USD 30,800
Premium Date: Fri 27-Dec-2013
Knockout Options
Leg 1: Knockout Option Call
<Client> buys European EUR Call on EUR/USD with American Knock-Out
Strike: 1.37
Notional: EUR 1,000,000
American Knock-Out: 1.35
Expiry: Tue 25-Mar-2014
Settlement: Thu 27-Mar-2014
ZoneCut: NY
Premium: uSD 13,890
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0106545
CONFIDENTIAL
SDNY_GM_00252729
EFTA01450723
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