EFTA01367768.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
2015-10-30
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Vahe Stepanian sent an email to Jeffrey E. providing indicative pricing for JPY/KRO call spreads. The email details the terms of the call spreads, including notional amounts, expiry dates, and premiums.
Metadata
Subject
JPY; KRO Call Spreads [C]
Sender
Vahe Stepanian
Recipients
jeffrey E., Daniel Sabba, Ariane Dwyer, Paul Morris, Stewart Oldfield, Richard Kahn
Document ID
DB-SDNY-0059373
Date
2015-10-30
Relationships 1
Entity 1RelationshipEntity 2Description
Vahe Stepanian business Jeffrey E. Email communication regarding JPY/KRO call spreads.
Notable Quotes 2
Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to price up call spreads on JPY/KRO.
Note - there is likely to be more liquidity on this currency pair during Asia market hours, and KRO is the offshore currency of KRW.
Financial Information
Amounts:JPY 1,200,000,000$10mm3.35% of JPY Notional$332,7813.52% of JPY NotionalS349,669
Assets:
  • JPY/KRO
Transactions:
  • European Option Call - SOFL buys JPY Call on JPY/KRO
  • European Option Call - SOFL sells JPY Call on JPY/KRO
Raw Analysis JSON click to expand
Themes
Financial transactions/money flowBusiness dealings
People 7
Vahe StepanianJeffrey E.Daniel SabbaAriane DwyerPaul MorrisStewart OldfieldRichard Kahn
Organizations 1
SOFL
Locations 1
Asia
Text Analysis
Tone
Professional
Purpose
To provide indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO to Jeffrey E.
Significance
The email discusses financial transactions involving JPY/KRO call spreads, potentially relevant to understanding financial dealings.
File Info
File Name
EFTA01367768.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41:19.530276
DOJ Source
View on DOJ