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page 1 / 341 . OCR, unverified
Dataset10 025
--- SOURCE: IMAGES__0025__EFTA01356969.txt ---
METADATA_SOURCE: IMAGES0025
METADATA_FILENAME: EFTA01356969.pdf
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From:
Vahe Stepanian
Sent:
10/30/2015 4:39:50 PM
To:
jeffrey E. [jeevacation@gmail.corn]
CC:
Daniel Sabba
Ariane Dwyer
Paul Morris
Stewart Oldfield
Richard Kahn
Subject:
RE: JPY/KRO Call Spreads (C)
Classification: Confidential
Got it, we will be back with your trade report.
From: Jeffrey E. [mailtoleevacationftmail.com]
Sent: Friday, October 30, 2015 4:31 PM
To: Vahe Stepanian
Subject: Re: JPY/KRO Call Spreads [C]
Yes
On Fri, Oct 30, 2015 at 4:29 PM, Vahe Stepanian ce
wrote:
Classification: Confidential
Jeffrey — please confirm, buy JPY 1,200,000,000 (vs. KRO) correct? This is —USD lOmm.
Tenor is 9 months.
Thank you,
Vahe
From: Jeffrey E. [mailto:jeevacationftmail.com]
Sent: Friday, October 30, 2015 4:25 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
buy 10 millino 9 month
On hi, Oct 30, 2015 at 4:17 PM, Vahe Stepanian
wrote:
Classification: Confidential
Jeffrey — please find live offers to buy the JPY/KRO forwards:
6m
Offer = 9.5860
9m
Offer = 9.6160
12m
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0043247
CONFIDENTIAL
SONY GM_00189431
EFTA01356969
--- SOURCE: IMAGES__0025__EFTA01356970.txt ---
METADATA_SOURCE: IMAGES0025
METADATA_FILENAME: EFTA01356970.pdf
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Offer = 9.6660
Initial Margin = 15%
Please let us know what size you wish to execute.
Thank you,
Vahe
From: jeffrey E. [mailto:jeevacationDomail.colnl
Sent: Friday, October 30, 2015 3:53 PM
To: Vahe Stepanian; Rkhard Kahn
Subject: Re: JPY/KR0 Call Spreads [C]
and to merely by the forward? no options. just a foward jpy krw
On Fri, Oct 30, 2015 at 3:50 PM, Vahe Stepanian
wrote:
Classification: Confidential
Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads.
Details as follows:
6m
JPY/KRO Forward Ref = 9.5350
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: Thu 28-Apr-2016 (6m)
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays
3.10% of JPY Notional (or —$307,947)
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0043248
CONFIDENTIAL
SONY GM_00189432
EFTA01356970
--- SOURCE: IMAGES__0025__EFTA01356971.txt ---
METADATA_SOURCE: IMAGES0025
METADATA_FILENAME: EFTA01356971.pdf
----------------------------------------
9m
JPY/KRO Forward Ref = 9.5650
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 02-Aug-2016 (9m)
Leg 2: European Option Call
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)
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 01-Nov-2016 (1y)
Leg 2: European 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
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0043249
CONFIDENTIAL
SONY GM_00189433
EFTA01356971
--- SOURCE: IMAGES__0025__EFTA01356972.txt ---
METADATA_SOURCE: IMAGES0025
METADATA_FILENAME: EFTA01356972.pdf
----------------------------------------
Premium: 6.07% of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium: -2.20% of WY Notional
Net Premium:
SOFL Pays
3.88% of JPY Notional
12m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 01-Nov-2016 (1y)
Premium: 7.16% of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Tue 01-Nov-2016 (ly)
Premium: -3.04% of WY Notional
Net Premium:
SOFL Pays
4.12% of JPY Notional
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0043251
CONFIDENTIAL
SONY GM_00189435
EFTA01356972
--- SOURCE: IMAGES__0025__EFTA01356973.txt ---
METADATA_SOURCE: IMAGES0025
METADATA_FILENAME: EFTA01356973.pdf
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