EFTA02338649

From: Richard Kahn Sent: Tuesday, July 18, 2017 7:13 PM To: jeffrey E. Subject: Fwd: Euro call pricing Richard Kahn HBRK Associates Inc. 575 =exington Avenue 4th Floor New York, NY 10022 Begin forwarded message: From: =/b>"Ens, Amanda" Subject: =/b>Euro call =ricing Date: =/b>luly 18, 2017 at 12:11:30 PM =DT To: =/b>Richard Kahn <richardkahn12@gmail.com> Rich, Using FXE =euro currency ETF) OTC call options: October expiry (Oct 20th) = 94 days: 113 strike costs $1.40 or 1.24% of =trike Ref: 111.93, forward to Oct: 112.20 113 =trike is 100.71% forward Vol ref: 7.6% Pricing is gross; $0.03 ($3/contract) is added for net price =f $1.43 (adds 2.7bp to cost) EURUSD indic OTC pricing from =loomberg: 94 days (Oct 20th ) ATMF is =.1633 100.71% ATMF strike is 1.1716 Premium: 1.14% bid / 1.21% offer, =USD 1 EFTA_R1_01301088 EFTA02338649 Vol: =.6% Pricing =as no markup in it. Indic mid is 1.175% Thanks, Amanda Amanda Ens Director Bank of =merica Merrill Lynch Merrill =ynch, Pierce, Fenner & Smith Incorporated One =r ant Park, 5th Floor, New York, NY 10036 This message, and any =ttachments, is for the intended recipient(s) only, may contain =nformation that is privileged, confidential and/or proprietary and =ubject to important terms and conditions available at http://www.bankofamerica.com/emaildisclaimer. If you are not the intended recipient, please delete this =essage. 2 EFTA_R1_01301089 EFTA02338650