EFTA Document EFTA01387389

c. You can buy 9m GBPUSD 1.4000/1.5500 Call Spread and sell 1.3000 Put to cheapen it - cost is 0.20% (risks: the risks to these trades are a loss of initial premium in a+b and potential losses if GBPUSD is below 1.3000 at expiry) 2. EURGBP - spot ref 0.8825 a. You can buy 9m EURGBP 0.8700 Put vs selling 0.9100 Call - zero cost b. You can buy 9m EURGBP 0.8700/0.7950 Put spread vs selling 0.9150 Call - zero cost c. You can buy 6m EURGBP 0.8200 One Touch for 15% (risks: investor has to sell EURGBP at 0.9100 (a) or 0.9150 (b) at expiry if EURGBP is above these level. Loss of initial premium spent in (c)) GBPUSD Al. 9:29 ntiri t OE iley Qt1D. Cs ./0 ./6 14 10 III 614 VT O 1 • .3400 ,' 1.3401 1.3413 1.3472 I(3 1 . ( H 1.3413 V. , n Compare Action,. - 97) I( - a EMS= iv cv Flax 'Vs*, e Tabu, et 0 rack Avant • kteo• zon t:i Jr Key fl Z Mart Content #1v101A/ Id ri\k/ 4%\14S/ I I Line Chart O 8104 Div 1)41/ VOA m 04/19/111.511D LIDS . lent cal) 1.24/41 N Sc 205 EURGBP At 9:28 ID 3D I es 14400 13%0 1.9k0 1.4500 44,1C0 52030 pet Wm Se 64r At Sy tie rrr kw ?0/6 )01/ NW t .88x33 4 . (X Pi ''.. 1 tt1 kJ .88231 / -88236 I c al ( ) .87780 III .8837.9- 1 (1 .87770 ( I()..o .87/80 Vgi life 06/11/18 44 Compare SS Actions • 9/) Edit • Line Chart i tin., mere. ..• IMMINIIIIII • 614 Y IV ".tc .^, Y Max :Daft V it v table It Z Chan Content 0 NI last Na 0=3 ' 6146 on CW)9/1/ 030674 hara9m Malt 64. ado/16% 001* TAd AV/ ri4(1\ vi l ?rack / lamas sty . &net ti otiAJv wvv\A, Sic NUS 7610 he, Sett X317 r= CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0089918 CONFIDENTIAL PROT1 PROT0