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sd-10-EFTA01459922Dept. of Justice

Re: EURUSD Indicative Pricing [C (Richard Kahn [mailto, March 03, 2016)

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SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.075 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry Spot Ref 1.0938 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: E

Date
March 3, 2016
Source
Dept. of Justice
Reference
sd-10-EFTA01459922
Pages
1
Persons
0
Integrity
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