Document Mentions (4 shared documents)

EFTA00671458

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From: Vahe Stepanian <O> To: "Jeffrey E." ‹ > CC: Daniel Sabba , Ariane Dwyer , Paul Mon-is Stewart Oldfield , Richard Kahn Subject: USDKRW [C] Date: Tue, 22 Sep 2015 20:16:55 +0000 Inline-Images: image002.jpg Classification: Confidential Jeffrey — we

ial (SOFL) buys low strike and sells high strike Collars are premium neutral, in which SOFL buys the call option and sells the put option (quoted as Call Strike / Put Strike ) Reverse Knock Out (RKO) call options give SOFL the option to buy USD / sell KRW at strike as long as USDKRW remains below barrier t

EFTA01382207

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From: Vahe Stepanian Sent: 9/22/2015 4:16:55 PM To: jeffrey E. [[email protected]) CC: Daniel Sabba ' e Dwyer Stewart Oldfield Richard Kahn Subject: USDKRW ICI Classification: Confidential Paul Morris Jeffrey — we are following up on USDKRW per your meeting with Todd an

EFTA01381383

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G. 14-0a-2075 15:S9•25 From: Vahe Stepanian Sent: Tuesday, September 22, 2015 4:17 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: USDKRW [C] Classification: Confidential Jeffrey — we are following up on USDKRW per your meeting with Todd and Daniel. Ple

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EFTA01381382

2 mentions1 same-page

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From: Vahe Stepanian Sent: 10/15/2015 8:11.13 AM To: Jeffrey E. CC: Daniel Sabba • Ariane Dwyer • Paul Morris Stewart Oldfield I I; Richard Kahn Subject: Revisiting USDKRW ICI Attachments: Asia FX Positing on positioning 10.12.15.pdf Classification: Confidential Jeffrey

ial (SOFL) buys low strike and sells high strike Collars are premium neutral, in which SOH. buys the call option and sells the put option (quoted as Call Strike / Put Strike ) Reverse Knock Out (RKO) call options give SOFL the option to buy USD / sell KRW at strike as long as USDKRW remains below barrier t

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