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Short Latam FX Ideas llj (Daniel Sabba, 2/3/2015)
Title Matchefta-efta01456565
Case Filesd-10-EFTA01456565Dept. of JusticeShort Latam FX Ideas llj (Daniel Sabba, 2/3/2015)
February 3, 20151p
Case File
sd-10-EFTA01456565Dept. of JusticeShort Latam FX Ideas llj (Daniel Sabba, 2/3/2015)
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From: Daniel Sabba Sent: 2/3/2015 10:54:37 AM To: jeffrey E. CC: Paul Morris Vahe Stepania Richard Kahn BCC: Subject: Short Latam FX Ideas llj Classification: For 'Memel use only Jeffrey, Carry in BRL is close to 11% and 1y implied vols are around 14-15%. As we discussed, this obviously makes buying puts on these currencies very expensive. Other LatAm pairs offer lower vol and carry but could be negatively impacted in a distress scenario in the region. A negative regional "halo-
Date
February 3, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01456565
Pages
1
Persons
0
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