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efta-01456724DOJ Data Set 10Other

EFTA01456724

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DOJ Data Set 10
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efta-01456724
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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
Premium (%) 16.00% 14.00% 12.00% 10.00% 8.00% 1 6.00% 4.00% 2.00% 0.00% BAC FCr. FITB BSY. V American Call Option Structure Company Price (Sh.) Strike Expiry Premium Bid *Premium (96) F $ 1502 $ Imo vwzno $ 322 11.43% BAC S 1635 S 21.00 1/15/3116 $ 1.2) 7.34% PCX $ Iasi $ atoo 1/15/2036 $ Z&) 14. MB $ 1879 $ 20.00 1/14/2016 $ 0.117 4096 OSX $ 14.45 $ 15.00 1/15/2416 $ 133 'an (Note: Pric ng as of close 02/09/2015) (•Premium %) = Bid/Pri e(Sh.)) Regards, Daniel CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 115997 CONFIDENTIAL SDNY_GM_00262181 EFTA01456724

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