EFTA01387389.pdf

c. You can buy 9m GBPUSD 1.4000/1.5500 Call Spread and sell 1.3000 Put to cheapen it — cost is 0.20% (risks: the risks to these trades are a loss of initial premium in a+b and potential losses if GBPUSD is below 1.3000 at expiry) 2. EURGBP — spot ref 0.8825 a. You can buy 9m EURGBP 0.8700 Put vs selling 0.9100 Call — zero cost b. You can buy 9m EURGBP 0.8700/0.7950 Put spread vs selling 0.9150 Call — zero cost c. You can buy 6m EURGBP 0.8200 One Touch for 15% (risks: investor has to sell EURGBP at 0.9100 (a) or 0.9150 (b) at expiry if EURGBP is above these level. Loss of initial premium spent in (c)) GBPUSD 1 • .3400 ,' 1.3401 Al. 9:29 1.3413 1.3472 I(3 1 . • ( H 1.3413 V. , I I ntiri t OE iley n Compare Action,. - 97) I( Line Chart Qt1D. Cs./0 ./6 14 a EMS= - t:i Jr Key fl 10 III 614 VT O iv cv Flax 'Vs*, e • Tabu, et Z Mart Content O 0 rack Avant • kteo• zon 8104 Div 1)41/ 14400 VOA m 04/19/111.511D LIDS . lent cal) 1.24/41 13%0 1.9k0 1.4500 44,1C0 N #1v101A/ Id ri\k/ 4%\14S/ 52030 Sc pet Wm Se 64r At Sy tie rrr kw 205 ?0/6 )01/ NW EURGBP t .88x33 4 . (X Pi ''.. 1 ,,,............. tt1kJ .88231 / -88236 I c al At 9:28 ( ) .87780 Iii .8837.9 - 1 (1 .87770 ( I()..o .87/80 Vgi life 06/11/18 44 Compare SS Actions • 9/) Edit • Line Chart es IMMINIIIIII • ".tc .^, ®. i tin., mere. ..• ID 3D I 614 Y IV Y Max :Daft V it v table It Z Chan Content 0 ?rack / lamas sty . &net NI last Na 0=3 ' 6146 on CW)9/1/ 030674 hara9m 64. ado/16% 001* Malt ti otiAJv wvv\A, TAd AV/ ri4(1\ vi l Sic he, Sett NUS 7610 X317 r= CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0089918 CONFIDENTIAL SDNY_GM_00236102 EFTA01387389