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EFTA Document EFTA01367769
Title Matchefta-efta01367769
Case Filesd-10-EFTA01367769Dept. of JusticeEFTA Document EFTA01367769
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Case File
sd-10-EFTA01367769Dept. of JusticeEFTA Document EFTA01367769
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JPYKRO Spot Ref = 9.4689 6m Leg 1: European Option Call SOFL buys European JPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 Expiry: Thu 28-Apr-2016 (6m) Premium: 4.82% of JPY Notional Leg 2: European Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 Expiry: Thu 28-Apr-2016 (6m) Premium: -1.29% of JPY Notional Net Premium: SOFL Pays 3.53% of JPY Notional 9m Leg 1: European Option Call SOFL buys European JPY Call on JP
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Dept. of Justice
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sd-10-EFTA01367769
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