EFTA Document EFTA01377032

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. Sent: Friday, January 15, 2016 8:31 AM To: Vahe Stepanian Subject: Re: JPYKRW [C] dollar amounts please On Fri, Jan 15, 2016 at 8:27 AM, Vahe Stepanian < > wrote: Classification: Confidential Jeffrey — indicatively, current two-way market on your JPYKRW forward is 10.47 x 10.49. Original unofficial trade details are below. Thank you, Vahe From: Vahe Stepanian Sent: Thursday, January 14, 2016 1:03 PM To: 'Jeffrey E.' Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: JPYKRW (C] CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0073558 CONFIDENTIAL SDNY_GM_00219742 EFTA01377032