annexure a - market misconduct tribunalannexure a (page 1 of 6) a1 annexure a (page 2 of 6) a2...
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Annexure A
Annexure A(Page 1 of 6)
A1
Annexure A(Page 2 of 6)
A2
Annexure A(Page 3 of 6)
A3
Annexure A(Page 4 of 6)
A4
Annexure A(Page 5 of 6)
A5
Annexure A(Page 6 of 6)
A6
Annexure B
Annexure B(Page 1 of 23)
A7
Annexure B(Page 2 of 23)
A8
Annexure B(Page 3 of 23)
A9
Annexure B(Page 4 of 23)
A10
Annexure B(Page 5 of 23)
A11
Annexure B(Page 6 of 23)
A12
Annexure B(Page 7 of 23)
A13
Annexure B(Page 8 of 23)
A14
Annexure B(Page 9 of 23)
A15
Annexure B(Page 10 of 23)
A16
Annexure B(Page 11 of 23)
A17
Annexure B(Page 12 of 23)
A18
Annexure B(Page 13 of 23)
A19
Annexure B(Page 14 of 23)
A20
Annexure B(Page 15 of 23)
A21
Annexure B(Page 16 of 23)
A22
Annexure B(Page 17 of 23)
A23
Annexure B(Page 18 of 23)
A24
Annexure B(Page 19 of 23)
A25
Annexure B(Page 20 of 23)
A26
Annexure B(Page 21 of 23)
A27
Annexure B(Page 22 of 23)
A28
Annexure B(Page 23 of 23)
A29
Annexure C
Annexure C(Page 1 of 2)
A30
Annexure C(Page 2 of 2)
A31
Annexure D
Annexure D(Page 1 of 2)
A32
Annexure D(Page 2 of 2)
A33
Annexure E
Det
ails
of t
he 1
6 O
utst
andi
ng A
ustr
alia
n D
olla
r Ta
rget
Red
empt
ion
Forw
ard
Con
trac
ts a
s at 1
2 Se
ptem
ber
2009
(T
his i
s a re
-type
d ve
rsio
n of
the
orig
inal
whi
ch w
as in
par
ts d
iffic
ult t
o re
ad)
Ref
#
C
ount
er
Party
Tr
ade
Dat
e
Trad
e D
ate
Mid
Rat
e
M
onth
ly
Not
iona
l (A
UD
)
Le
vera
ge
Rem
aini
ng
Max
Ex
posu
re
(AU
D)
M
th
St
rike
Av
erag
e R
ate
Fi
rst
Fixi
ng
A
mou
nt
Del
iver
ed
(AU
D)
C
ap G
ain
(USD
)
R
emai
ning
G
ain
(USD
)
St
ep-u
p St
rike
47
Citi
bank
8-
Jul-0
8 0.
9535
10
,000
,000
3
720,
000,
000
1-3
0.80
00
0.84
75
31-O
ct-0
8 -
2,50
0,00
0 2,
500,
000
4-
6 0.
8200
7-
24
0.86
00
51
SC
B
16-J
ul-0
8 0.
9748
15
,000
,000
2.
5 90
0,00
0,00
0 1-
3 0.
7840
0.
8974
16
-Oct
-08
- 5,
250,
000
5,25
0,00
0
4-6
0.83
50
7-9
0.88
00
10-1
2 0.
9000
13
-15
0.92
00
16-1
8 0.
9400
19
-24
0.96
00
52
R
abo
16-J
ul-0
8 0.
9748
10
,000
,000
2.
5 60
0,00
0,00
0 1-
3 0.
7815
0.
8971
16
-Oct
-08
- 3,
500,
000
3,50
0,00
0
4-6
0.83
50
7-9
0.88
00
10-1
2 0.
9000
13
-15
0.92
00
16-1
8 0.
9400
19
-24
0.96
00
Annexure E (Page 1 of 5)
A34
R
ef #
Cou
nter
Pa
rty
Tr
ade
Dat
e
Trad
e D
ate
Mid
Rat
e
M
onth
ly
Not
iona
l (A
UD
)
Le
vera
ge
Rem
aini
ng
Max
Ex
posu
re
(AU
D)
M
th
St
rike
Av
erag
e R
ate
Fi
rst
Fixi
ng
A
mou
nt
Del
iver
ed
(AU
D)
C
ap G
ain
(USD
)
R
emai
ning
G
ain
(USD
)
St
ep-u
p St
rike
53
Nat
ixis
18
-Jul
-08
0.97
02
10,0
00,0
00
2.5
600,
000,
000
1-3
0.78
10
0.89
20
20-O
ct-0
8 -
3,50
0,00
0 3,
500,
000
4-
6 0.
8350
7-
9 0.
8800
10
-12
0.90
00
13-1
5 0.
9200
16
-24
0.94
00
57
C
S 22
-Jul
-08
0.97
12
10,0
00,0
00
2.5
600,
000,
000
1-3
0.78
10
0.89
46
29-O
ct-0
8 -
3,95
0,00
0 3,
950,
000
4-
6 0.
8380
7-
9 0.
8830
10
-12
0.90
30
13-1
5 0.
9230
16
-24
0.94
30
59
B
OA
23
-Jul
-08
0.96
20
10,0
00,0
00
2.5
600,
000,
000
1-3
0.77
65
0.89
14
23-O
ct-0
8 -
3,50
0,00
0 3,
500,
000
4-
6 0.
8350
7-
9 0.
8800
10
-12
0.90
00
13-1
5 0.
9200
16
-24
0.94
00
Annexure E (Page 2 of 5)
A35
R
ef #
Cou
nter
Pa
rty
Tr
ade
Dat
e
Trad
e D
ate
Mid
Rat
e
M
onth
ly
Not
iona
l (A
UD
)
Le
vera
ge
Rem
aini
ng
Max
Ex
posu
re
(AU
D)
M
th
St
rike
Av
erag
e R
ate
Fi
rst
Fixi
ng
A
mou
nt
Del
iver
ed
(AU
D)
C
ap G
ain
(USD
)
R
emai
ning
G
ain
(USD
)
St
ep-u
p St
rike
60
Bar
clay
s 23
-Jul
-08
0.96
20
5,00
0,00
0 2.
5 30
0,00
0,00
0 1-
3 0.
7735
0.
8911
23
-Oct
-08
- 1,
750,
000
1,75
0,00
0
4-6
0.83
50
7-9
0.88
00
10-1
2 0.
9000
13
-15
0.92
00
16-2
4 0.
9400
61
BN
P 25
-Jul
-08
0.95
63
10,0
00,0
00
2 48
0,00
0,00
0 1-
3 0.
7880
0.
9119
25
-Sep
-08
- 3,
500,
000
3,50
0,00
0
4-5
0.83
50
6-24
0.
9395
62
CS
28-J
ul-0
8 0.
9569
10
,000
,000
2.
5 60
0,00
0,00
0 1-
3 0.
7730
0.
8936
28
-Oct
-08
- 3,
500,
000
3,50
0,00
0
4-6
0.83
80
7-9
0.88
30
10-1
2 0.
9030
13
-15
0.92
30
16-2
4 0.
9430
Annexure E (Page 3 of 5)
A36
R
ef #
Cou
nter
Pa
rty
Tr
ade
Dat
e
Trad
e D
ate
Mid
Rat
e
M
onth
ly
Not
iona
l (A
UD
)
Le
vera
ge
Rem
aini
ng
Max
Ex
posu
re
(AU
D)
M
th
St
rike
Av
erag
e R
ate
Fi
rst
Fixi
ng
A
mou
nt
Del
iver
ed
(AU
D)
C
ap G
ain
(USD
)
R
emai
ning
G
ain
(USD
)
St
ep-u
p St
rike
63
MS
29-J
ul-0
8 0.
9529
10
,000
,000
2.
5 60
0,00
0,00
0 1-
3 0.
7770
0.
9214
26
-Sep
-08
- 3,
500,
000
3,50
0,00
0
4-6
0.85
80
7-24
0.
9560
64
CD
B
29-J
ul-0
8 0.
9529
20
,000
,000
2.
5 1,
200,
000,
000
1-3
0.77
50
0.89
63
15-O
ct-0
8 -
7,00
0,00
0 7,
000,
000
4-
6 0.
8350
7-
9 0.
8800
10
-12
0.90
00
13-1
5 0.
9200
16
-18
0.94
00
19-2
4 0.
9600
66
Bar
clay
s 5-
Aug
-08
0.91
61
5,00
0,00
0 2
240,
000,
000
1-3
0.77
25
0.88
47
2-O
ct-0
8 -
1,75
0,00
0 1,
750,
000
4-
6 0.
8150
7-
9 0.
8750
10
-12
0.89
50
13-1
5 0.
9150
16
-24
0.93
50
Sub-
Tota
l
125,
000,
000
7,
440,
000,
000
-
Annexure E (Page 4 of 5)
A37
R
ef #
Cou
nter
Pa
rty
Tr
ade
Dat
e
Trad
e D
ate
Mid
Rat
e
M
onth
ly
Not
iona
l (A
UD
)
Le
vera
ge
Rem
aini
ng
Max
Ex
posu
re
(AU
D)
M
th
St
rike
Av
erag
e R
ate
Fi
rst
Fixi
ng
A
mou
nt
Del
iver
ed
(AU
D)
C
ap G
ain
(USD
)
R
emai
ning
G
ain
(USD
)
Fi
xed
Strik
e
42
SCB
12
-Jun
-08
0.93
43
8,00
0,00
0 2.
5 46
0,00
0,00
0 1-
24
0.79
75
0.79
75
12-S
ep-0
8 8,
000,
000
2,40
0,00
0 2,
341,
600
67
HSB
C
8-A
ug-0
8 0.
8887
10
,000
,000
2
460,
000,
000
1-24
0.
7900
0.
7900
10
-Sep
-08
10,0
00,0
00
3,00
0,00
0 2,
835,
000
68
CD
B
8-A
ug-0
8 0.
8887
10
,000
,000
2.
5 57
5,00
0,00
0 1-
24
0.78
60
0.78
60
10-S
ep-0
8 10
,000
,000
2,
500,
000
2,29
5,00
0
69
C
alyo
n 11
-Aug
-08
0.88
39
10,0
00,0
00
2 46
0,00
0,00
0 1-
24
0.79
00
0.79
00
11-S
ep-0
8 10
,000
,000
2,
500,
000
2,43
8,00
0
Sub-
Tota
l
38,0
00,0
00
1,
955,
000,
000
38,0
00,0
00
Tota
l
163,
000,
000
9,
395,
000,
000
38,0
00,0
00
Av
erag
e R
ate
0.79
053
Annexure E (Page 5 of 5)
A38