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3PY/KRO Call Spreads [C (Vahe Stepanian, October 30, 2015)
Title Matchefta-efta01359470
Case Filesd-10-EFTA01359470Dept. of Justice3PY/KRO Call Spreads [C (Vahe Stepanian, October 30, 2015)
October 30, 20151p
Case File
sd-10-EFTA01359470Dept. of Justice3PY/KRO Call Spreads [C (Vahe Stepanian, October 30, 2015)
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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 Thank you, Vahe 3.52% of JPY Notional (or 1349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: 3PY/KR
Date
October 30, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01359470
Pages
1
Persons
0
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