📄 Extracted Text (178 words)
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: 1.0675
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 = 1.0907
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
Leg 2: European Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.056
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays USD 0
Vahe Stepanian
Key Client Partners
Deutsche Bank Securities Inc.
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CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120582
CONFIDENTIAL SDNY_GM_00266766
EFTA01459851
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EFTA01459851
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