Case File
efta-01459850DOJ Data Set 10OtherEFTA01459850
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01459850
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
Richard Kahn
HBRK Associates Inc.
575 Lexington Avenue 4th Floor
New York, NY 10022
to
fax
cell
On Mar 3, 2016, at 1:12 PM, Vahe Stepanian 1
> wrote:
Classification: Confidential
Jeffrey - please find refreshed indicative levels below per Rich's request.
Thank you,
Vahe
Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry
Spot Ref 1.0938
Leg 1: European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.12
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.075
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays
USD
0
Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry
Spot Ref 1.0938
Leg 1: European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.13
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 120580
CONFIDENTIAL
SDNY_GM_00266764
EFTA01459850
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Wire Ref
refreshedRelated Documents (6)
DOJ Data Set 10CorrespondenceUnknown
EFTA Document EFTA01765224
0p
DOJ Data Set 11OtherUnknown
EFTA02328489
1p
DOJ Data Set 10CorrespondenceUnknown
EFTA Document EFTA02125460
0p
DOJ Data Set 9OtherUnknown
From: "Jeffrey E." <[email protected]>
4p
DOJ Data Set 11OtherUnknown
EFTA02489202
1p
DOJ Data Set 10OtherUnknown
EFTA02086739
1p
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