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sd-10-EFTA01457794Dept. of JusticeOther

EFTA Document EFTA01457794

Expiry: Wed 30-Dec-2015 (6m) Mid Premium: USD 1,351,000:-1,351,000 ($0.00) Net premium: zero 2) SOFL buys Put, sells Call on EUR/USD in a Risk Reversal Put Strike: 1.05 Call Strike: 1.155 Notional: EUR 100,000,000 EUR Expiry: Wed 30-Dec-2015 (6m) Mid Premium: USD 1,551,000:-1,551,000 ($0.00) Net premium: zero Pricing with bid/ask on each leg: EUR/USD Spot ref = 1.1092 1) Risk Reversal with 1.04 strike put SOFL buys European EUR Put on EUR/USD Strike: 1.04 Notional: EUR 100,000,00

Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01457794
Pages
1
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0
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Summary

Expiry: Wed 30-Dec-2015 (6m) Mid Premium: USD 1,351,000:-1,351,000 ($0.00) Net premium: zero 2) SOFL buys Put, sells Call on EUR/USD in a Risk Reversal Put Strike: 1.05 Call Strike: 1.155 Notional: EUR 100,000,000 EUR Expiry: Wed 30-Dec-2015 (6m) Mid Premium: USD 1,551,000:-1,551,000 ($0.00) Net premium: zero Pricing with bid/ask on each leg: EUR/USD Spot ref = 1.1092 1) Risk Reversal with 1.04 strike put SOFL buys European EUR Put on EUR/USD Strike: 1.04 Notional: EUR 100,000,00

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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
Expiry: Wed 30-Dec-2015 (6m) Mid Premium: USD 1,351,000:-1,351,000 ($0.00) Net premium: zero 2) SOFL buys Put, sells Call on EUR/USD in a Risk Reversal Put Strike: 1.05 Call Strike: 1.155 Notional: EUR 100,000,000 EUR Expiry: Wed 30-Dec-2015 (6m) Mid Premium: USD 1,551,000:-1,551,000 ($0.00) Net premium: zero Pricing with bid/ask on each leg: EUR/USD Spot ref = 1.1092 1) Risk Reversal with 1.04 strike put SOFL buys European EUR Put on EUR/USD Strike: 1.04 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: $1,270,000 / $1,415,000 SOFL sells European EUR Call on EUR/USD Strike: 1.1615 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: USD $1,324,000 / $1,440,000 2) Risk Reversal with 1.05 strike put SOFL buys European EUR Put on EUR/USD Strike: 1.05 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: $1,490,000 / $1,615,000 SOFL sells European EUR Call on EUR/USD CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117478 CONFIDENTIAL SONY GM_00283882 EFTA01457794

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