📄 Extracted Text (152 words)
Expiry: Mon 12-Sep-2016 (6m)
Settlement: Wed 14-Sep-2016
Net Premium:
SOFL Pays USD 0
From: Richard Kahn [mailto
Sent: Thursday, March 10, 2016 10:22 AM
To: Vahe Stepanian
Subject: Re: EURUSD Indicative Pricing [C]
can you please refresh again with euro at 1.1119 this am
thank you
Richard Kahn
HBRK Associates Inc.
On Mar 4, 2016, at 12:34 PM, Vahe Stepanian > wrote:
Classification: Confidential
Jeffrey — refreshed, indicative levels are included below per Rich's request. Please let us know if you
have questions.
Thank you,
Vahe
EUR 1.12 Call and EUR 1.091Put
Spot ref 1.1012
Leg 1: European Option Call
SOIL sells European EUR Call on EUR/USD
Strike: 1.12
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.091
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120697
CONFIDENTIAL SDNY_GM_00266881
EFTA01459921
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EFTA01459921
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