EFTA01459821

SettlementDate ForwardRate Thank you, Vahe Wed 20 January 2016 117.2365 Original Message From: Jeffrey E. [[email protected]] Sent: Friday, January 15, 2016 09:33 AM Pacific Standard Time To: Daniel Sabba; Richard Kahn Subject: Re: JPYKRW [C] [1] unwind 840k On Fri, Jan 15, 2016 at 10:46 AM, Daniel Sabba < • wrote: Jeffrey, Per our phone conversation, please see below values in August 2 2016 USD and in spot USD. All levels below are indications. In August 2 2016 USD Market for Aug 2 2016 JPYKRW 10.48 / 10.50 Market for Aug 2 2016 USDJPY 116.43 / 116.47 Indicative unwind PnL in Aug 2 2016 (settled in Aug 4 2016): 848,431.30 In spot USD Market for Aug 2 2016 JPYKRW 10.48 / 10.50 Discount factor for JPY: 0.99656 Market for spot USDJPY 117.09 / 117.10 Indicative unwind PnL in spot USD: 840,963.83 Best regards, Daniel From: jeffrey E. [mailto:ieevacation(aomail.com] Sent: Friday, January 15, 2016 8:31 AM To: Vahe Stepanian Subject: Re: JPYKRW [C] dollar amounts please On Fri, Jan IS, 2016 at 8:27 AM, Vahe Stepanian < Classification: Confidential wrote: CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120531 CONFIDENTIAL SDNY_GM_00266715 EFTA01459821