EFTA01459850.pdf

Richard Kahn HBRK Associates Inc. 575 Lexington Avenue 4th Floor New York, NY 10022 to fax cell On Mar 3, 2016, at 1:12 PM, Vahe Stepanian 1 > wrote: Classification: Confidential Jeffrey - please find refreshed indicative levels below per Rich's request. Thank you, Vahe Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry Spot Ref 1.0938 Leg 1: 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/USD Strike: 1.075 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry Spot Ref 1.0938 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120580 CONFIDENTIAL SDNY_GM_00266764 EFTA01459850