active

Option by Call (14/12/2014)

AUD

TRUE
Amount
Option Description
AUD C/ JPY P

Investment Bank Base Currency

UBS
AUD

Strike

Now

Deal

Deal Date

Call Date

Till Call

95.398

89.670
91.650

4-Feb-14
21-Jan-14

4-Feb-15
21-Jan-15

55
41

3,000,000
3,000,000
6,000,000

285,000,000
285,000,000
570,000,000

1.1213
1.1213
1.1213

1.078
1.0827
1.1226

10-Des-14
22-Jul-14
4-Sep-14

10-Des-15
22-Jul-15
5-Mar-15

364
223
84

1,818,182
1,785,714
1,739,130
5,343,027

2,000,000
2,000,000
2,000,000
6,000,000

1,559,000
1,559,000
1,559,000
4,677,000

2.140%
1.250%
0.800%
1.397%

42,800
25,000
16,000
83,800

33,363
19,488
12,472
65,322

SARASIN
UBS

AUD
USD

0.9500
0.9500

0.8741
0.8741

0.9061
0.8900

14-Mar-14
4-Feb-14

16-Mar-15
4-Feb-15

95
55

2,000,000
2,105,263
4,105,263

1,900,000
2,000,000
3,900,000

1,900,000 0.940%
2,000,000 0.750%
3,900,000 0.845%

18,800
15,000
33,800

16,433
15,000
31,433

CHF C/ CAD P
CHF C/ CAD P Total

UBS

CAD

0.7500

0.8597

0.8520

6-Jan-14

6-Jan-15

26

15,448,290
1,500,000
1,500,000

579,900,000
2,000,000
2,000,000

13,821,600 1.283%
1,788,909 0.555%
1,788,909 0.555%

205,200
11,100
11,100

173,326
9,928
9,928

CHF C/ JPY P

SARASIN
UBS

CHF
JPY
CHF

120.00
118.00
130.00

113.55
113.55
113.55

115.08
112.73
123.29

12-Sep-14
18-Jul-14
20-Nop-14

15-Sep-15
18-Jul-15
20-Nop-15

278
219
344

1,000,000
847,458
2,000,000
3,847,458

120,000,000
100,000,000
260,000,000
480,000,000

1.535%
1.100%
2.080%
1.123%

15,350
1,100,000
41,600
1,156,950

15,971
10,079
43,284
69,334

CHF C/ SGD P
CHF C/ SGD P Total

SARASIN

SGD

1.5000

1.3291

1.3983

3-Jun-14

3-Jun-15

174

1,333,333
1,333,333

2,000,000
2,000,000

1,565,680 0.710%
1,565,680 0.710%

14,200
14,200

11,116
11,116

CHF C/ USD P

SARASIN

CHF

0.9000

0.9611

SAXO

USD
CHF

0.8800
0.9300
0.8600

0.9611
0.9611
0.9611

0.9320
0.9453
0.9529
0.9024
0.970
0.8985

5-Sep-14
25-Sep-14
20-Okt-14
24-Jul-14
10-Des-14
3-Jun-14

7-Sep-15
25-Sep-15
20-Okt-15
28-Jul-15
10-Des-15
3-Jun-15

270
288
313
229
364
174

2,000,000
1,000,000
1,000,000
2,000,000
930,000
500,000
7,430,000

2,222,222
1,111,111
900,000
2,272,727
1,000,000
430,000
7,936,060

2,222,222
1,000,000
900,000
2,272,727
1,000,000
430,000
7,824,949

1.830%
1.610%
1.650%
1.880%
2.050%
1.200%
1.777%

36,600
16,100
16,500
37,600
20,500
6,000
133,300

38,081
16,752
15,858
39,122
20,500
6,243
136,556

UBS

TRY

2.7000
2.5000

2.3637
2.364

2.3190
2.3436

30-Okt-14
11-Sep-14

30-Okt-15
11-Sep-15

323
274

1,111,111
1,000,000
2,111,111

3,000,000
2,500,000
5,500,000

1,320,306 2.170%
1,100,255 5.420%
2,420,562 3.647%

65,100
135,500
200,600

28,651
59,634
88,284

CHF C/ IDR P
CHF C/ IDR P Total

SARASIN

CHF

15,000

12,703

12,600

21-Okt-14

21-Okt-15

314

1,000,000
1,000,000

15,000,000,000
15,000,000,000

961,100 1.380%
961,100 1.380%

13,800
13,800

13,263
13,263

CHFC/ USD P
CHFC/ USD P Total

RBC

USD

0.9300

0.9611

0.970

10-Des-14

10-Des-15

364

930,000
930,000

1,000,000
1,000,000

1,000,000 2.050%
1,000,000 2.050%

20,500
20,500

20,500
20,500

EUR C/ CNY P
EUR C/ CNY P Total

SARASIN

EUR

9.5000

7.7487

8.6200

22-Apr-14

22-Apr-15

132

18,151,902
1,000,000
1,000,000

15,498,436,060
9,500,000
9,500,000

19,563,268 1.271%
792,519 0.680%
792,519 0.680%

1,550,450
6,800
6,800

348,982
5,389
5,389

GBP C/ TRY P

UBS

GBP

4.8000
3.6500

3.6444
3.6444

3.8300
3.5395

24-Jan-14
8-Sep-14

26-Jan-15
8-Sep-15

46
271

1,000,000
2,000,000
1,000,000
3,000,000

9,500,000
9,600,000
3,650,000
13,250,000

792,519
3,207,800
1,603,900
4,811,700

0.680%
2.570%
5.980%
3.707%

6,800
51,400
59,800
111,200

5,389
82,440
95,913
178,354

JPY C/ AUD P
JPY C/ AUD P Total

UBS

AUD

70.000

95.398

89.670

4-Feb-14

4-Feb-15

55

3,000,000
210,000,000
210,000,000

13,250,000
3,000,000
3,000,000

4,811,700 3.707%
2,622,300 1.050%
2,622,300 1.050%

111,200
31,500
31,500

178,354
27,534
27,534

JPY C/ CHF P

SARASIN

JPY
CHF

110.00
108.00
110.00

113.55
113.55
113.55

115.86
112.73
115.08

11-Apr-14
18-Jul-14
12-Sep-14

13-Apr-15
18-Jul-15
15-Sep-15

123
219
278

100,000,000
100,000,000
110,000,000
310,000,000

909,091
925,926
1,000,000
2,835,017

1.850%
1.450%
1.535%
1.649%

1,850,000
1,450,000
15,350
3,315,350

16,951
13,286
15,971
46,209

CHF C/ JPY P Total

CHF C/ USD P Total

CHF C/ TRY P
CHF C/ TRY P Total

GBP C/ TRY P Total

GBP Total
JPY

JPY C/ CHF P Total

KRW Total
NZD

JPY

130.00

137.71

137.07

18-Jul-14

18-Jul-15

219

100,000,000
100,000,000

769,231
769,231

916,280 1.660%
916,280 1.660%

1,660,000
1,660,000

15,210
15,210

JPY C/ USD P

SARASIN

JPY

92.000
95.000

109.14
109.14

102.03
101.60

11-Apr-14
11-Jul-14

13-Apr-15
15-Jul-15

123
216

100,000,000
100,000,000
200,000,000

1,086,957
1,052,632
2,139,588

916,280 1.090%
1,052,632 0.930%
1,968,911 1.010%

1,090,000
930,000
2,020,000

9,987
8,521
18,509

JPY C/ TRY P
JPY C/ TRY P Total

UBS

TRY

40.000

48.077

48.544

1-Sep-14

3-Sep-15

266

120,000,000
120,000,000

3,000,000
3,000,000

1,320,306 2.730%
1,320,306 2.730%

81,900
81,900

36,044
36,044

KRW C/ USD P
KRW C/ USD P Total

SARASIN

USD

1,000.0

1,110.0

1,110.0

25-Nop-14

25-Nop-15

349

940,000,000
1,000,000,000
1,000,000,000

11,743,836
1,000,000
1,000,000

9,665,196 1.402%
1,000,000 1.740%
1,000,000 1.740%

7,108,750
17,400
17,400

143,506
17,400
17,400

NZD C/ AUD P
NZD C/ AUD P Total

SARASIN

NZD

1.0500

1.1213

1.0827

22-Jul-14

22-Jul-15

223

1,000,000,000
2,000,000
2,000,000

1,000,000
1,904,762
1,904,762

1,000,000 1.740%
1,559,000 0.800%
1,559,000 0.800%

17,400
16,000
16,000

17,400
12,472
12,472

NZD C/ USD P

SARASIN

USD

0.9000
0.8200

0.7795
0.7795

0.852
1.2829

7-Agust-14
6-Okt-14

7-Agust-15
6-Okt-15

239
299

3,333,333
1,219,512
4,552,846

3,000,000
1,000,000
4,000,000

3,000,000 0.450%
1,000,000 0.930%
4,000,000 0.570%

13,500
9,300
22,800

13,500
9,300
22,800

SARASIN

AUD

0.8500

0.8741

UBS

USD
AUD

0.9000
0.7000
0.8500

0.8741
0.8741
0.8741

0.9130
0.9396
0.9396
0.8900
0.9175

25-Mar-14
7-Jul-14
7-Jul-14
4-Feb-14
26-Mar-14

25-Mar-15
9-Jul-15
9-Jul-15
4-Feb-15
26-Mar-15

104
210
210
55
105

6,552,846
1,700,000
850,000
900,000
2,000,000
850,000
6,300,000

5,904,762
2,000,000
1,000,000
1,000,000
2,857,143
1,000,000
7,857,143

5,559,000
1,700,000
850,000
900,000
2,000,000
850,000
6,300,000

0.647%
2.330%
1.135%
2.465%
0.510%
2.200%
1.640%

38,800
46,600
11,350
24,650
10,200
22,000
114,800

35,272
40,733
9,921
21,547
10,200
19,230
101,631

SARASIN

CHF

0.9500
1.0000

0.9611
0.9611

0.8985
0.9320

3-Jun-14
5-Sep-14

3-Jun-15
7-Sep-15

174
270

1,052,632
1,000,000
2,052,632

1,000,000
1,000,000
2,000,000

1,052,632 1.140%
1,000,000 0.850%
2,052,632 0.995%

11,400
8,500
19,900

11,861
8,844
20,705

USD C/ JPY P
USD C/ JPY P Total

SARASIN

JPY

105.00

109.14

101.60

11-Jul-14

15-Jul-15

216

984,300
984,300

100,000,000
100,000,000

984,300 1.420%
984,300 1.420%

1,420,000
1,420,000

13,011
13,011

USD C/ MYR P
USD C/ MYR P Total

SARASIN

USD

4.000

3.264

3.480

10-Des-14

10-Des-15

364

1,000,000
1,000,000

4,000,000
4,000,000

1,000,000 1.010%
1,000,000 1.010%

10,100
10,100

10,100
10,100

USD C/ SGD P
USD C/ SGD P Total

UBS

SGD

1.3000

1.2774

1.2560

3-Jun-14

3-Jun-15

174

1,538,462
1,538,462

2,000,000
2,000,000

1,538,462 0.720%
1,538,462 0.720%

14,400
14,400

11,273
11,273

USD C/ TRY P

UBS

USD
TRY

2.7000
2.4500

2.2722
2.272

2.1938
2.1294

12-Feb-14
4-Jul-14

12-Feb-15
7-Jul-15

63
208

2,000,000
816,327
2,816,327

5,400,000
2,000,000
7,400,000

2,000,000 2.910%
816,327 2.170%
2,816,327 2.540%

58,200
43,400
101,600

58,200
19,100
77,300

SARASIN

USD

0.8000
0.6800

0.7795
0.7795

0.8678
1.2829

24-Jul-14
6-Okt-14

28-Jul-15
6-Okt-15

229
299

2,000,000
1,000,000
3,000,000

2,500,000
680,000
3,180,000

2,000,000 2.120%
1,000,000 1.630%
3,000,000 1.957%

42,400
16,300
58,700

42,400
16,300
58,700

SARASIN

USD

RBC

USD

1.5000
1.5300
1.5500

1.6039
1.6039
1.6039

1.6329
1.6329
1.6329

8-Sep-14
7-Sep-14
4-Sep-14

8-Sep-15
7-Sep-15
7-Sep-15

271
270
270

1,000,000
1,000,000
1,000,000
3,000,000

666,667
653,595
645,161
1,965,423

1,000,000
1,000,000
1,000,000
3,000,000

1.000%
1.000%
1.000%
1.000%

10,000
10,000
10,000
30,000

10,000
10,000
10,000
30,000

USD C/CHF P
USD C/CHF P Total

RBC

USD

1.0200

0.9611

0.9453

25-Sep-14

25-Sep-15

288

1,000,000
1,000,000

1,020,000
1,020,000

1,000,000 1.080%
1,000,000 1.080%

10,800
10,800

10,800
10,800

USD C/ KRW P
USD C/ KRW P Total

SARASIN

USD

1,050.0

1,110.0

1,110.0

25-Nop-14

25-Nop-15

349

1,000,000
1,000,000

1,050,000,000
1,050,000,000

1,000,000 1.860%
1,000,000 1.860%

18,600
18,600

18,600
18,600

USD C/ IDR P
USD C/ IDR P Total

SARASIN

USD

15,000.000

12,209.000

12,350.000

10-Des-14

10-Des-15

364

1,000,000
1,000,000

15,000,000,000
15,000,000,000

1,000,000 1.300%
1,000,000 1.300%

13,000
13,000

13,000
13,000

23,691,720
2,007,844,757

16,179,422,566
32,299,157,224

23,691,720 1.450%
1,811,900
78,905,003 1.389% 10,850,500

365,121
1,267,350

USD C/ AUD P

USD C/ AUD P Total

USD C/ CHF P
USD C/ CHF P Total

USD C/ TRY P Total

USD C/ NZD P
USD C/ NZD P Total
USD C/ GBP P

USD C/ GBP P Total

USD Total
Grand Total

916,280
880,645
1,040,474
2,837,399

SARASIN

NZD C/ USD P Total

NZD Total
USD

1,040,474
880,645
2,080,949
4,002,069

JPY C/ EUR P
JPY C/ EUR P Total

JPY C/ USD P Total

JPY Total
KRW

USD
Equivalent
39,859
36,712
76,571

1.100
1.1200
1.1500

AUD C/ USD P Total

EUR Total
GBP

45,600
42,000
87,600

Premium

NZD
NZD

AUD C/ USD P

CHF Total
EUR

Premium
USD
Rate
Equivalent
2,622,300 1.520%
2,622,300 1.400%
5,244,600 1.460%

BOS
SARASIN

AUD C/ NZD P Total

AUD Total
CHF

Put

95.000

AUD C/ JPY P Total

AUD C/ NZD P

Call