Document Mentions (4 shared documents)

EFTA00666235

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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

onal: 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/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 0

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

10.39918 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) Net Premium: SOFL Pays 3.35% of JPY Notional (or —S332,781) 12m JPY/KRO Forward Ref = 9.6050 Leg 1: European Option Call SOFL buys European JPY Call on JPY/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 0

EFTA01359469

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From: Vahe Stepanian Sent: 10/30/2015 3:50:36 PM To: jeffrey E. [jeeyacation@ mail corn CC: Daniel Sabba Stewart Oldfield • Ariane Dwyer • Paul Morris I; Richard Kahn Subject: RE: JPY/KRO Call Spreads ICI Classification: Confidential Jeffrey — please find live pri

0.39918 Notional: JPY 1,200,000,000 (or - 510mm) Expiry: Tue 02-Aug-2016 (9m) Net Premium: SOIL Pays 3.35% of JPY Notional (or - 5332,781) 12m JPY/KRO Forward Ref = 9.6050 Leg 1: European Option Call SOFL buys European JPY Call on JPY/KRO CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0047551 CON

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EFTA01367768

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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

Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) 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/KRO Strike: 9.4538 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 0

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