EFTA01386971.pdf
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📄 Extracted Text (150 words)
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
ℹ️ Document Details
SHA-256
2d438d9fb5538beafa29c02209faf75ee359a5579e23f50440c7a3e66d961c8f
Bates Number
EFTA01386971
Dataset
DataSet-10
Type
document
Pages
1
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