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sd-10-EFTA01360899Dept. of Justice

Re: FW: Longer Dated EUR Downside (3y structures) ICI (6/30/2015)

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From: jeffrey E. [jeevacation@gmail.comj Sent: 6/30/2015 5:39:43 AM To: Vahe Stepanian lvahe.stepanian@db.comj CC: Daniel Sabba I; Ariane Dwyer ; Paul Morris Stewart Oldfield I; Richard Kahn Subject: Re: FW: Longer Dated EUR Downside (3y structures) ICI great, how about the 6 month 105 and 104. On Mon, Jun 29, 2015 at 5:15 PM, Vahe Stepanian singinalps wrote: Classification: Confidential Jeffrey - per your request, we priced vanilla risk reversals with a 1.07 strike on the put l

Date
June 30, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01360899
Pages
1
Persons
0
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