The document outlines two European option call transactions involving SOFL. The first leg involves buying a JPY call on JPY/KRO with a strike of 9.4538 and a notional of JPY 1,200,000,000, expiring on 01-Nov-2016. The second leg involves selling a JPY call on JPY/KRO with a strike of 10.39918 and the same notional and expiry. The net premium paid by SOFL is 4.12% of the JPY notional. A table provides historical price metrics for JPYKRW currency from Bloomberg.
documents/vol00010-efta01367770-pdf.pdf
{"title":"European Option Call Transactions","key_people":["Vahe"],"document_date":"2015-10-30","document_type":"tabular","document_subtype":"financial transaction","key_organizations":["SOFL","Bloomberg Finance L.P."],"reference_numbers":["DB-SDNY-0059375","SDNY_GM_00205559","EFTA01367770"]}