Net Premium:
SOFL Pays 3.53% of JPY Notional
9m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
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 JPY Notional
Net Premium:
SOFL Pays 3.88% of JPY Notional
Um
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 (1y)
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-0088949
CONFIDENTIAL SONY GM_00235133
EFTA01386972