Document Mentions (4 shared documents)

EFTA00666235

2 mentions1 same-page

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From: Vahe Stepanian To: "jeffrey E." <[email protected]> CC: Daniel Sabba , Ariane D Monis Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C] Date: Fri, 30 Oct 2015 20:39:50 +0000 Inline-Images: image001.png er , Paul , Richard Kahn Classificatio

all SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) EFTA00666236 Net Premium: SOFL Pays 3.35% of JPY Notional (or —$332,781) 12m JPY/KRO Forward Ref = 9.6050 Leg 1: European Option Call SOFL buys European JPY Call on JPY

EFTA00631068

2 mentions1 same-page

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From: Vahe Stepanian To: "jeffrey E." <[email protected]> CC: Daniel Sabba Morris , Ariane D Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C] Date: Fri, 30 Oct 2015 20:17:24 +0000 Inline-Images: image001.png er , Paul , Richard Kahn Classificatio

ropean Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 01-Nov-2016 (1y) Net Premium: SOFL Pays 3.52% of JPY Notional (or —$349,669) Thank you, Vahe From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc

EFTA01359470

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PY Notional (or 1349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: 3PY/KRO Call Spreads [C] Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, i

opean Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or - $10mm) Expiry: Tue 01-Nov-2016 (1y) Net Premium: SOFL Pays Thank you, Vahe 3.52% of JPY Notional (or 1349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc:

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EFTA01367768

2 mentions1 same-page

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Y Notional (or —S349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: JPY; KRO Call Spreads [C] Classification: COnidendal Jeffrey — we spoke to trading, and given where skew and vols are, it

opean Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or —$10nun) Expiry: Tue 01-Nov-2016 (1y) Net Premium: SOFL Pays Thank you, Vahe 3.52% of JPY Notional (or —S349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc

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