RE: JPY/KRO Cal (Vahe Stepanian, 10/30/2015)JPY; KRO Call Spreads [C (Vahe Stepanian, October 30, 2015)
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EFTA Document EFTA01367767
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Case Filesd-10-EFTA01367767Dept. of JusticeEFTA Document EFTA01367767
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sd-10-EFTA01367767Dept. of JusticeEFTA Document EFTA01367767
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and to merely by the forward? no options. just a foward jpy krw On Fri, Oct 30, 2015 at 3:50 PM, Vahe Stepanian < ote: classification: Confidential Jeffrey - please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads. Details as follows: 6m JPY/KRO Forward Ref = 93350 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: Thu 28-Apr-2016 (6m) Leg 2: European Option Call SOFL
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Dept. of Justice
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sd-10-EFTA01367767
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