Show the net terminal value of a long position in one 100 Aug Japanese yen European call contract at the following terminal spot prices (stated in U.S. cents per 100 yen): 91, 95, 100, 105, and 109. Ignore any time value of money effect. Option premium is 2.83. JPY1,000,000 is the contract size

EXHIBIT 7.6 PHLX World Currency Options Quotations NASDAQ OMX PHLX Options Calls Puts Japanese Yen 100.79 1,000,000 J.Ye of a cent per unit. n-100ths Jun 99 2.44 57 100 Jun 78 1.39 101 Jun 20 102 Jun 85 2.01 99 Aug 3.40 56 100 1.97 2.83 Aug 101 Aug 2.30 3.78 02 Aug 85 2.98 Euro 130.92 10,000 Euro-cents per unit 129 Jun 2.29 36 Jun 1.56 30 62 Jun 131 97 04 132 Jun 54 1.61 133 Jun 27 2.34 129 Aug 3.18 1.2 130 Aug 2.52 56 131 Aug 95 99 132 2.50 Aug 1.47 133 1.07 Aug 3.10 Source: Mid-prices compiled from bid and ask quotations obtained from Bloomberg on Wednesday, June 5, 2013