📄 Extracted Text (171 words)
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays USD 0
From: Richard Kahn [mailto
Sent: Thursday, March 03, 2016 12:21 PM
To: Vahe Stepanian
Subject: Re: EURUSD Indicative Pricing [C]
thank you
can you please reprice and resend with euro now at 1.0939 as of 12:20pm
thanks
Richard Kahn
HBRK Associates Inc.
575 Lexington Avenue 4th Floor
New York, NY 10022
On Mar 3, 2016, at 9:33 AM, Vahe Stepanian < > wrote:
Classification: Confidential
Jeffrey — please find indicative EURUSD pricing below per my conversation with Rich.
Please let us know which strike you'd like to execute and we will follow up with live levels.
Thank you,
Vahe
Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry
Spot Ref = 1.0904
European Option Call
SOFL 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/US0
Strike: 1.0675
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120561
CONFIDENTIAL SDNY_GM_00266745
EFTA01459842
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