EFTA01461710.pdf
👁 1
💬 0
📄 Extracted Text (121 words)
63.0000
62.0000
61.0000
60.0000
59.0000
Nov Dec Jan Feb Mar Apr May
2013 2014
USD1NR Curncy (USD-INR X-RATE) Daily 20NOV2013-20MAY2014 Copyright§ 2014 Bloomberg Finance L.P.
20-May-2014 17:56:46
USDINR 12 Month Histon
68.0000
66.0000
64.0000
62.0000
60.0000
55.640,
Jun Sep Dec Mar
2013 2014
USDINR Curvy (USD•INR X -RATE) Daily 20MAY2013-20MAY2C-, C061,11O082014 Bloomberg Finance L.P.
20-May-2014 17:57:03
Trade 1: 9month expiry vanilla USDINR nuts
Ref spot: USDINR 58.6
Maturity 9m
Fwd 6L56
Strike Price
% OTNIS Strike (% notional)
0 58.60 1.31
1 58.01 0.92
2 57.42 0.71
Scenario Analysis for Trade 1
Table shows value of option (as %of notional) on movement in spot, decaying with time
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0123901
CONFIDENTIAL SONY GM_00270085
EFTA01461710
ℹ️ Document Details
SHA-256
a472a1569b61ae9c68fb2a374e1b99995688f3a1e87de7d7731ebb2ef8d0acfe
Bates Number
EFTA01461710
Dataset
DataSet-10
Type
document
Pages
1
💬 Comments 0