The document outlines two European option call transactions involving SOFL and JPY/KRO currency pair. Each transaction consists of two legs: one where SOFL buys a European JPY Call and another where SOFL sells a European JPY Call. The document provides details on the strike prices, notional amounts, expiry dates, and net premiums for both 9-month and 12-month options.
documents/vol00010-efta01356971-pdf.pdf
{"key_people":["Vahe"],"document_date":"2016-08-02","document_type":"financial","document_subtype":"foreign exchange options","key_organizations":["SOFL"],"reference_numbers":["DB-SDNY-0043249","SDNY_GM_00189433","EFTA01356971"]}