Urn
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: WY 1,200,000,000
Expiry: Tue 01-Nov-2016 (1y)
Premium: -3.04% of JPY Notional
Net Premium:
SOFL Pays 4.12% of SPY Notional
10.2000
10.0000
9.8000
9.6000
9 4469
Y.4UtRI
9.2000
9.0000
8.8000
Dec Mar Jun Sep
2014 2015
JPYKRM Cumcy (JPY-KRM X-RATE) Daily 3O0C12014-300072015 Copyright 2015 Bloomberg Finance L.P. 30-Oct-2015 14:04:55
Thank you,
Vahe
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0059375
CONFIDENTIAL SONY GM_00205559
EFTA01367770