EFTA01356972.pdf
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📄 Extracted Text (114 words)
Premium: 6.07% of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium: -2.20% of WY Notional
Net Premium:
SOFL Pays 3.88% of JPY Notional
12m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 01-Nov-2016 (1y)
Premium: 7.16% of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Tue 01-Nov-2016 (ly)
Premium: -3.04% of WY Notional
Net Premium:
SOFL Pays 4.12% of JPY Notional
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0043251
CONFIDENTIAL SONY GM_00189435
EFTA01356972
ℹ️ Document Details
SHA-256
b7f8f2f19c232d8e138b9942476be511606720c885ab0288e3460f5bb0a324c2
Bates Number
EFTA01356972
Dataset
DataSet-10
Type
document
Pages
1
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