SOFL sells European EUR Call on EUR/USD
Strike: 1.12
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.075
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays USD 0
Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry
Spot Ref 1.0938
Leg 1: European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.13
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.0675
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays USD 0
From: Richard Kahn [mailto
Sent: Thursday, March 03, 2016 12:21 PM
To: Vahe Stepanian
Subject: Re: EURUSD Indicative Pricing [C]
thank you
can you please reprice and resend with euro now at 1.0939 as of
12:20pm
thanks
Richard Kahn
HBRK Associates Inc.
575 Lexington Avenue 4th Floor
New York, NY 10022
CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 120700
CONFIDENTIAL SDNY_GM_00266884
EFTA01459922
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