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Case Filesd-10-EFTA01376966Dept. of JusticeRE: Longer Dated EUR Downside (3y structures) [C (Daniel Sabba, June 29, 2015)
June 29, 20151p
Case File
sd-10-EFTA01376966Dept. of JusticeRE: Longer Dated EUR Downside (3y structures) [C (Daniel Sabba, June 29, 2015)
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On Mon, Jun 29, 2015 at 1:19 PM, Vahe Stepania wrote: Classification: Confidential Jeffrey - 6m and ly pricing on premium neutral, digital risk reversals are below per your request. Please note these were priced with 2mm EURO payout. 1.1180 EURUSD spot ref 6m Client buys 1.0750 digital put, European observation Client sells 1.1845 digital call, European observation Net premium: zero 1y Client buys 1.0750 digital put, European observation Client sells 1.2175 digital call, European obs
Date
June 29, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01376966
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1
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0
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