Epstein File EFTA01446820: Document from Set 10 (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01446820: Document from Set 10 (DS10)

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This document details a multi-leg currency derivatives transaction dated February 4, 2014, for an unnamed client. The structure includes three components: a European USD/JPY call option with a $10,000,000 notional and May 1, 2014 expiry (premium $191,400), an in-the-money knock-in call with a reverse knock-in at 110 (premium -$28,300), and a one-touch option. All legs expire May 1, 2014 with settlement on May 7, 2014.

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client

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PersonKeyword

Excerpt 1

(full detail below) Best Regards, Tazia Spot ref = 102.25 Leg 1: European Option Call buys European USD Call on USD/JPY Strike: 102.75 Notional

Excerpt 2

10,000,000 Expiry: Thu 01-May-2014 (3m) Settlement: Wed 07-May-2014 ZoneCut: NY Premium: USD 191,400 Premium Date: Tue 04-Feb-2014 Leg 2: ITM Knockin Call <**Client**

Excerpt 3

Reverse Knock-In: 110 Expiry: Thu 01-May-2014 Settlement: wed 07-May-2014 ZoneCut: NY Premium: USD -28,300 Premium Date: Tue 04-Feb-2014 Leg 3: One Touch <**Client**