📄 Extracted Text (246 words)
,M\
1200
Last Price 1146.95
-T High on 09/07/15 1203.80 1180
11.- Average 1117.05
Low on 10/29/14 1047.30 1160
1120
1100
1080
1060
1040
Dec Mar Jun Sep
2014 2015
CaprigNS 2015 Bloomberg Finance L.G. 14-0a-2075 15:S9•25
•Used with the permission of Bloomberg Finance LP
From: Vahe Stepanian
Sent: Tuesday, September 22, 2015 4:17 PM
To: jeffrey E.
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn
Subject: USDKRW [C]
Classification: Confidential
Jeffrey — we are following up on USDKRW per your meeting with Todd and Daniel.
Please let us know indicative size should you wish to trade and we will provide live pricing.
All pricing is indicative for 6 month tenor
For call spreads, Southern Financial (SOFL) buys low strike and sells high strike
Collars are premium neutral, in which SOFL buys the call option and sells the put option (quoted as Call Strike /
Put Strike )
Reverse Knock Out (RKO) call options give SOFL the option to buy USD / sell KRW at strike as long as USDKRW
remains below barrier through life of trade
USDKRW
Spot Ref: 1186.60
6m Fwd: 1192.10
Call Spreads (near strike / far strike / premium)
1200/ 1250/ 1.30%
1220/ 1270/ 1.05%
Premium Neutral Collar (call strike / put strike)
1220/ 1177
1230/ 1170
RKO Call (strike / barrier / premium)
1200 / 1300 / 0.70%
1220/ 1280/ 0.45%
USDKRW ly historical chart
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0080321
CONFIDENTIAL SDNY_GM_00226505
EFTA01381383
ℹ️ Document Details
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EFTA01381383
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