EFTA01356971.pdf
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📄 Extracted Text (141 words)
9m
JPY/KRO Forward Ref = 9.5650
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: Tue 02-Aug-2016 (9m)
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: Tue 02-Aug-2016 (9m)
Net Premium:
SOFL Pays 3.35% of JPY Notional (or —$332,781)
12m
JPY/KRO Forward Ref = 9.6050
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: Tue 01-Nov-2016 (1y)
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: Tue 01-Nov-2016 (1y)
Net Premium:
SOFL Pays 3.52% of JPY Notional (or —$349,669)
Thank you,
Vahe
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0043249
CONFIDENTIAL SONY GM_00189433
EFTA01356971
ℹ️ Document Details
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be4d4a281bf8b464f368de77d314f20226f7da10b51ca1507e678eaa2669f461
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EFTA01356971
Dataset
DataSet-10
Type
document
Pages
1
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