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EFTA Document EFTA01461666
Title Matchefta-efta01461666
Case Filesd-10-EFTA01461666Dept. of JusticeEFTA Document EFTA01461666
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Case File
sd-10-EFTA01461666Dept. of JusticeEFTA Document EFTA01461666
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Jun Dec Sep 2013 USD1NR Curncy (USD-INR X-RATE) Daity 2DMAY2013-20XAY2014 Trade 1: 9month expiry vanilla USDINR puts Ref spot: USDINR 58.6 Maturity Fwd 9m 61.56 Strike Price % OTMS Strike (% notional) 0 53.60 1 58.01 2 57.42 1.31 0.92 0.71 6&0000 66.0000 64.0000 62.0000 60.0000 ..10•VVNIV 56.0000 54.0000 Mar 2014 Copyrigh 2014 Bloomberg Finance L.D. 20-may-2014 17:57:03 Scenario Analysis for Trade 1 Table shows value of option (as % of notional) on movement in
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Dept. of Justice
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sd-10-EFTA01461666
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