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sd-10-EFTA01461771Dept. of Justice

EFTA Document EFTA01461771

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Classification: Confidential Good Morning Jeffrey, Two-way pricing below on the EURUSD collar. Note non-farm payrolls in -25 minutes, so please let us know should you wish to trade ahead of that. Spot Ref: 1.3640 Expiry: 3m (8 Sep 2014 expiry) Notional: Up to EUR 50mm (each leg) For a Zero-Cost Collar: Client buys 1.3405 EUR Put / USD Call Client sells 1.38 EUR Call / USD Put Should you wish to sell the 1.3410 EUR Put / USD Call and buy the 1.38 EUR Call / USD Put, price is 0.09% EUR

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Dept. of Justice
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sd-10-EFTA01461771
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