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sd-10-EFTA01376901Dept. of Justice

RE: Dispersion Call Option [CI (Vahe Stepania, 12/4/2015)

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From: Vahe Stepania Sent: 12/4/2015 1:56:49 PM To: Richard Kahn mj CC: Daniel Sabba riane Dwyer " ' 'Paul Morris [ Stewart Oldfield Subject: RE: Dispersion Call Option [CI Classification: Confidential One more point worth mentioning - the realized dispersion when we spoke on Wednesday was - 9.95%. This decline from 9.95% to 9.41% would also affect the indicative bid of the option. From: Vahe Stepanian Sent: Friday, December 04, 2015 1:09 PM To: Richard Kahn Cc: Daniel Sabba

Date
December 4, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01376901
Pages
1
Persons
0
Integrity
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