EM Special Publication — Sanctions on Russia: New action not a game (Martin Zeman, 14 Aug 2018)FW: Paul Barrett / Epstein week of 12/11/17 [C (Stewart Oldfield, 11 Jan 2018)
Case Filesd-10-EFTA01434969Dept. of JusticeRE: Indicative R/R on 10Y US rates (Xavier Avila ‹, 07 Dec 2017)
December 7, 20174p
Case File
sd-10-EFTA01434969Dept. of JusticeRE: Indicative R/R on 10Y US rates (Xavier Avila ‹, 07 Dec 2017)
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Subject: RE: Indicative R/R on 10Y US rates From: Xavier Avila ‹ > Date: Thu, 07 Dec 2017 07:56:54 -0500 To: Paul Barrett Martin Zeman Cc: Stewart Oldfield Do you plan to cash settle the swaptions or get delivered? Vanilla swaps are between 2 and I would say 5% max on 5-10yrs, but if you cash settle in 6m it should be on the low end of this. Also, the IA for the corr swaps are 10% of notional or 10 corr points. Thanks Xavier Avila Mana in Director Office: Mobile: From: Paul Barret
Date
December 7, 2017
Source
Dept. of Justice
Reference
sd-10-EFTA01434969
Pages
4
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0
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