FW: Trade ideas for shorting Asian currencies (Cl (Vahe Stepanian (milmomposimallon, 8/17/2015)Trade ideas for shorting Asian currencies (Richard Kahn I, August 17, 2015)
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Case Filesd-10-EFTA01376784Dept. of JusticeFW: Trade ideas for shorting Asian currencies [C (Vahe Stepanian, August 17, 2015)
August 17, 20151p
Case File
sd-10-EFTA01376784Dept. of JusticeFW: Trade ideas for shorting Asian currencies [C (Vahe Stepanian, August 17, 2015)
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Strike/ Premium: Basket cheapening to vanillas: ATMS/231% 15% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheapening to vanillas: 17% 2.5% OTMS / 1.37% 20% 2.5% OTMS/ 1.28% 25% Basket performance is sum of currency performance given by USDCCY final - USDCCY initial / USDCCY final spot Payout = Max (0, Basket Performance - Strike) Strike = 0.0% for ATMS and 2.5% for 2.5% OTMS ATMS = At the money spot OTMS = Out of the money spot From: V
Date
August 17, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01376784
Pages
1
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0
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