McDonalds Indications: long ly TRS + short 100% European call (CI (Daniel Sabba, 1/30/2015)EFTA Document EFTA01456549
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RE: One idea for diverging policies - calls on global dispersion [C (Daniel Sabba, January 30, 2015)
Title Matchefta-efta01456548
Case Filesd-10-EFTA01456548Dept. of JusticeRE: One idea for diverging policies - calls on global dispersion [C (Daniel Sabba, January 30, 2015)
January 30, 20151p
Case File
sd-10-EFTA01456548Dept. of JusticeRE: One idea for diverging policies - calls on global dispersion [C (Daniel Sabba, January 30, 2015)
Email
Best regards. Daniel From: Daniel Sabba Sent: Friday, January 30, 2015 10:23 AM To: 'Jeffrey E.' Cc: Vahe Stepanian; Richard Kahn; Paul Morris Subject: RE: One idea for diverging policies - calls on global dispersion [C] Classification: Confidential Jeffrey, Our London desk was able to improve the ATMF strike to 11.15% and their offer still at 2.4% (1.9% mid) on this trade. Given the trade has little delta at inception, our desk is able to set the initial strikes for the structure at m
Date
January 30, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01456548
Pages
1
Persons
0
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