rket movement. source: DB WM FX sales, 11/15/13 spot ref w 100.18 Approximate collateral would be 550k Leg 1: European Option Call <client> buys European USD Call on USDOPY Strike: 100.2 Notional: USD 1,000,000 Expiry: Mon 17-Nov-2014 (ly) Settlement: wed 19-Nov-2014 ZoneCut: NY Premium: USD 46,000 Premi