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sd-10-EFTA01368492Dept. of Justice

Re: FW: Longer Dated EUR Downside (3y structures) [C (Jeffrey E. [mailto:ieevacation@gmail.com, June 30, 2015)

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Net premium: zero Thank you, Vahe From: Jeffrey E. [mailto:ieevacation@gmail.com] Sent: Tuesday, June 30, 2015 5:40 AM To: Vahe Stepanian Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Re: FW: Longer Dated EUR Downside (3y structures) [C] great, how about the 6 month 105 and 104. On Mon, Jun 29, 2015 at 5:15 PM, Vahe Stepanian wrote: Classification: Confidential Jeffrey - per your request, we priced vanilla risk reversals with a 1.07 strike on th

Date
June 30, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01368492
Pages
1
Persons
0
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