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EFTA01461710

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Nov Dec Jan Feb Mar Apr May 2014 2013 USD1NR Curncy (USD-INR X-RATE) Daily 20NOV2013-20MAY2014 USDINR 12 Month Histon Jun Sep Dec 2013 USDINR Curvy (USD•INR X-RATE) Daily 20MAY2013-20MAY2C-, Maturity Fwd 9m 6L56 Strike Price % OTNIS Strike (% notional) 0 58.60 1 58.01 2 57.42 1.31 0.92 0.71 Trade 1: 9month expiry vanilla USDINR nuts Ref spot: USDINR 58.6 63.0000 62.0000 61.0000 60.0000 59.0000 Copyright§ 2014 Bloomberg Finance L.P. 20-May-2014 17:56:46 68.0000 66.0000 64.0000 62.0000 60.0000 55.640, Mar 2014 C061,11O082014 Bloomberg Finance L.P. 20-May-2014 17:57:03 Scenario Analysis for Trade 1 Table shows value of option (as %of notional) on movement in spot, decaying with time CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0123901 CONFIDENTIAL SONY GM_00270085 EFTA01461710

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Independent research project. Not affiliated with the U.S. Department of Justice, FBI, any government agency, or Anthropic. All analytical text on this site is AI-generated (Claude, Anthropic) and iteratively fact-checked against source documents, but may contain errors. Verify all claims against linked EFTA sources before citing.
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