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 /
Summary
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 /
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