EFTA01375497.pdf

- 1200 / 1250 / 1.15% - 1220 / 1280 / 1.00% 6m USDKRW Premium Neutral Collars SOFL buys the USDKRW call and sells the put option (quoted as Call Strike / Put Strike) - 1220 / 1170 - 1230 / 1164 USDTWD Spot Ref: 32.35 6m USDTWD Premium Neutral Collars SOFL buys the USDTWD call and sells the put option (quoted as Call Strike / Put Strike) - 33.50 /31.90 - 34.00 /31.70 USDSGD Spot Ref: 1.4070 6m USDSGD Premium Neutral Collars SOFL buys the USDSGD call and sells the put option (quoted as Call Strike / Put Strike) - 1.4250 / 1.4070 - 1.4500 / 1.3900 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% 2.5% OTMS / 1.37% Basket cheapening to vanillas: 15% 20% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATMS 12.20% 2.5% OTMS/ 1.28% Basket cheapening to vanillas: 17% 25% CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0070999 CONFIDENTIAL SONY GM_00217183 EFTA01375497