Levered plays on BASF, Allianz and Volkswagen [C (Daniel Sabba, 4/13/2015)EFTA Document EFTA01457185
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EFTA Document EFTA01457184
Title Matchefta-efta01457184
Case Filesd-10-EFTA01457184Dept. of JusticeEFTA Document EFTA01457184
Unknown1p
Case File
sd-10-EFTA01457184Dept. of JusticeEFTA Document EFTA01457184
Other
9.00% 8.00% 7.00% 6.00% 5.00% 4 00% 3.00% 2.00% 1 00% cP J oti Or si` (545 ti \S %a 441., cid o sk +04 43A, 4," tit Source: Bloomberg Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref 10y ATMF: 2.265% (this is vanilla swap forward reference) Market to market analysis and terminal payout scenarios: SPX1evei at of 1
Date
Unknown
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Dept. of Justice
Reference
sd-10-EFTA01457184
Pages
1
Persons
0
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