EFTA01356970.pdf

Offer = 9.6660 Initial Margin = 15% Please let us know what size you wish to execute. Thank you, Vahe From: jeffrey E. [mailto:jeevacationDomail.colnl Sent: Friday, October 30, 2015 3:53 PM To: Vahe Stepanian; Rkhard Kahn Subject: Re: JPY/KR0 Call Spreads [C] and to merely by the forward? no options. just a foward jpy krw On Fri, Oct 30, 2015 at 3:50 PM, Vahe Stepanian wrote: Classification: Confidential Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads. Details as follows: 6m JPY/KRO Forward Ref = 9.5350 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: Thu 28-Apr-2016 (6m) 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) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0043248 CONFIDENTIAL SONY GM_00189432 EFTA01356970