This document provides indicative prices for currency options prepared for a private client by JP Morgan as of December 5, 2011. It includes a table of buy/sell options with details on call and put currencies, notionals, strike prices, premiums, and tenors. A sensitivity analysis of investment return at maturity of options is also included, along with a USD-SEK spot rate analysis. The document is intended for clients with FX Level 3 approval and includes disclaimers about investment risks and the need for an ISDA.
documents/EFTA01123501.pdf
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