EFTA Document EFTA01457217RM0081851 Daily Deposit Report 20150414 (PBW/WM/MIS ETL/PBW 15116, 4/14/2015)
1 duplicate copy in the archive
EFTA Document EFTA01457218
Title Matchefta-efta01457218
Case Filesd-10-EFTA01457218Dept. of JusticeEFTA Document EFTA01457218
Unknown1p
Case File
sd-10-EFTA01457218Dept. of JusticeEFTA Document EFTA01457218
Other
Clo&A 'Flack Recomrnendatiorts Cont'd Tral S I)staN Redonda Risks O Cloyed Exit P/L Option Buy 31,000mm 6m single reset cap CMS10-CMS5 strike 89bp for 9.75c Carry pays for option, repriced on Cu rve fed suggests 5y outperfonnance flattening, max loss premium 6/20/14 +9 bp 11/20/14 0 bp -976k Option Sell $100mn 3M5Y straddles vs. buy $100mn 3M5Y 22bp OTM payers for net takeout of 100c. No big changes in vol near term Rates rally 9/19/14 -100 bp 12/30/14 0 bp +1,029
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01457218
Pages
1
Persons
0
Integrity
Loading document viewer...
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,800+ persons in the Epstein files. 100% free, donor-supported, and independent. Donors see no ads.
Support This ProjectSupported by 1,550+ people worldwide
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.