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 ... 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
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01356971.pdf