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RE: (/J FX Trade idea: Time (Martin Zeman, 9/25/2017)
Title Matchefta-efta01388643
Case Filesd-10-EFTA01388643Dept. of JusticeRE: (/J FX Trade idea: Time (Martin Zeman, 9/25/2017)
September 25, 20171p
Case File
sd-10-EFTA01388643Dept. of JusticeRE: (/J FX Trade idea: Time (Martin Zeman, 9/25/2017)
Email
From: Martin Zeman Sent: 9/25/2017 8:29:41 AM To: Paul Barrett CC: Vahe Stepanian ;Joshua Shoshan ; Stewart Oldfield Subject: RE: (/J FX Trade idea: Time to buy USDJPY FVA? (CI Classification: Confidential Paul, ; Davide-A Sferrazza Xavier Avila Back to your question on how wide we make the vol markets on the USDJPY FVA idea we discussed Friday. The two-way price on the way in is half a vol wide max and possibly tighter. On the unwind the same or less. Meaning the total transac
Date
September 25, 2017
Source
Dept. of Justice
Reference
sd-10-EFTA01388643
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1
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0
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