RE: DB James Malcolm: Are the BoJ shifting stance? Own some cheap optionality (Vahe Stepanian, May 04, 2015)EFTA Document EFTA01366069
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RE: DB James Malcolm: Are the Bo) shifting stance? Own some cheap optionality (Daniel Sabba, May 01, 2015)
Title Matchefta-efta01366068
Case Filesd-10-EFTA01366068Dept. of JusticeRE: DB James Malcolm: Are the Bo) shifting stance? Own some cheap optionality (Daniel Sabba, May 01, 2015)
May 1, 20151p
Case File
sd-10-EFTA01366068Dept. of JusticeRE: DB James Malcolm: Are the Bo) shifting stance? Own some cheap optionality (Daniel Sabba, May 01, 2015)
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Put Strike: Call Strike: Notional: Expiry: Structure Mid: 117.00 123.45 USD 10,000,000 USD Thu 05-Nov-2015 (6m) USD -160,000 #3) Snit sells Put, buys Call on USD/JPY in a premium neutral Risk Reversal Put Strike: 116.00 Call Strike: 125.00 Notional: USD 10,000,000 USD Expiry: Thu 05-Nov-2015 (6m) Structure Mid: USD 130,000 Thank you, Vahe From: Daniel Sabba Sent: Friday, May 01, 2015 4:35 PM To: jeffrey E.; Paul Morris Cc: Vahe Stepanian; Ariane Dwyer; Richard Kahn Subj
Date
May 1, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01366068
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1
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0
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