From: Vahe Stepanian
Sent: 10/30/2015 4:29:05 PM
To: jeffrey E. [jee Richard Kahn
CC: Daniel Sabha • Ariane Dwye ; Paul Morris
Stewart Oldfield
Subject: RE: JPY/KRO Cal
Classification: Confidential
Jeffrey — please confirm, buy JPY 1,200,000,000 (vs. KRO) correct? This is —USD 10mm.
Tenor is 9 months.
Thank you,
Vahe
From: jeffrey E. [mailto:jeevacation@gmail.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 Fri, 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
Offer = 9.6660
Initial Margin = 15%
Please let us know what size you wish to execute.
Thank you,
Vahe
From: jeffrey E. [mailto:jeevacation@gmail.com]
Sent: Friday, October 30, 2015 3:53 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0059371
CONFIDENTIAL SDNY_GM_00205555
EFTA01367766