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EFTA Document EFTA01386970EFTA Document EFTA01386972
Case File
sd-10-EFTA01386971Dept. of JusticeOther

EFTA Document EFTA01386971

Leg 2: European Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or -$10mm) Expiry: Thu 28-Apr-2016 (6m) Net Premium: SOFL Pays 3.10% of JPY Notional (or —$307,947) 9m JPY/KRO Forward Ref = 9.5650 Leg 1: European Option Call SOFL buys European SPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) Leg 2: European Option Call SOFL sells European SPY Call on JPY/KRO Strike: 10.39918

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Dept. of Justice
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sd-10-EFTA01386971
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Summary

Leg 2: European Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or -$10mm) Expiry: Thu 28-Apr-2016 (6m) Net Premium: SOFL Pays 3.10% of JPY Notional (or —$307,947) 9m JPY/KRO Forward Ref = 9.5650 Leg 1: European Option Call SOFL buys European SPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) Leg 2: European Option Call SOFL sells European SPY Call on JPY/KRO Strike: 10.39918

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
Leg 2: European Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or -$10mm) Expiry: Thu 28-Apr-2016 (6m) Net Premium: SOFL Pays 3.10% of JPY Notional (or —$307,947) 9m JPY/KRO Forward Ref = 9.5650 Leg 1: European Option Call SOFL buys European SPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) Leg 2: European Option Call SOFL sells European SPY Call on JPY/KRO Strike: 10.39918 Notional: WY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) Net Premium: SOFL Pays 3.35% of JPY Notional (or —$332,781) 12m JPY/KRO Forward Ref = 9.6050 Leg 1: European Option Call SOFL buys European JPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 01-Nov-2016 (1y) Leg 2: European Option Call SOFL sells European SPY Call on JPY/KRO CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0088947 CONFIDENTIAL SONY GM_00235131 EFTA01386971

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