📄 Extracted Text (193 words)
SettlementDate Wed 20 January 2016
ForwardRate 117.2365
Thank you,
Vahe
Original Message
From: Jeffrey E. [[email protected]]
Sent: Friday, January 15, 2016 09:33 AM Pacific Standard Time
To: Daniel Sabba; Richard Kahn
Subject: Re: JPYKRW [C] [1]
unwind 840k
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 / 117.10
Indicative unwind PnL in spot USD: 840,963.83
Best regards,
Daniel
From: jeffrey E. [mailto:ieevacation(aomail.com]
Sent: Friday, January 15, 2016 8:31 AM
To: Vahe Stepanian
Subject: Re: JPYKRW [C]
dollar amounts please
On Fri, Jan IS, 2016 at 8:27 AM, Vahe Stepanian < wrote:
Classification: Confidential
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120531
CONFIDENTIAL SDNY_GM_00266715
EFTA01459821
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EFTA01459821
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