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efta-efta01459921DOJ Data Set 10Correspondence

EFTA Document EFTA01459921

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DOJ Data Set 10
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efta-efta01459921
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EFTA Disclosure
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Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Net Premium: SOFL Pays USD 0 From: Richard Kahn [mailto Sent: Thursday, March 10, 2016 10:22 AM To: Vahe Stepanian Subject: Re: EURUSD Indicative Pricing [C] can you please refresh again with euro at 1.1119 this am thank you Richard Kahn HBRK Associates Inc. On Mar 4, 2016, at 12:34 PM, Vahe Stepanian > wrote: Classification: Confidential Jeffrey — refreshed, indicative levels are included below per Rich's request. Please let us know if you have questions. Thank you, Vahe EUR 1.12 Call and EUR 1.091 Put Spot ref 1.1012 Leg 1: European Option Call SOIL 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: 1.091 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120697 CONFIDENTIAL SDNY_GM_00266881 EFTA01459921

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