From: Vahe Stepanian To: "jeffrey E." <[email protected]> CC: Daniel Sabba Morris , Ariane D Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C] Date: Fri, 30 Oct 2015 20:17:24 +0000 Inline-Images: image001.png er , Paul , Richard Kahn 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. ([email protected]] Sent: Friday, October 30, 2015 3:53 PM To: Vahe Stepanian; Richard Kahn Subject: Re: JPY/KRO Call Spreads NJ and to merely by the forward? no options. just a foward JPY On Fri, Oct 30, 2015 at 3:50 PM, Vahe Stepanian > wrote: Classification: Confidential Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads. Details as follows: 6m JPY/KRO Forward Ref = 9.5350 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: Thu 28-Apr-2016 (6m) EFTA00631068