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sd-10-EFTA01387389Dept. of Justice

EFTA Document EFTA01387389

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c. You can buy 9m GBPUSD 1.4000/1.5500 Call Spread and sell 1.3000 Put to cheapen it - cost is 0.20% (risks: the risks to these trades are a loss of initial premium in a+b and potential losses if GBPUSD is below 1.3000 at expiry) 2. EURGBP - spot ref 0.8825 a. You can buy 9m EURGBP 0.8700 Put vs selling 0.9100 Call - zero cost b. You can buy 9m EURGBP 0.8700/0.7950 Put spread vs selling 0.9150 Call - zero cost c. You can buy 6m EURGBP 0.8200 One Touch for 15% (risks: investor has to

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Dept. of Justice
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sd-10-EFTA01387389
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