EFTA Document EFTA01457762

From: Paul Morris I Sent: 7/1/2015 8:28:51 AM To: Vahe Stepanian Subject: RE: Longer Dated EUR Downside (3y structures) [CI Thanks ---Original Message---From: Vahe Stepanian Sent: Tuesday, June 30, 2015 05:13 PM Eastern Standard Time To: Jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield Subject: RE: Longer Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — we will be back first thing in the morning (NY time) with live levels. We will include bid/asks for both sides. Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.coml Sent: Tuesday, June 30, 2015 3:22 PM To: Paul Morris; Daniel Sabba Subject: Re: Longer Dated EUR Downside (3y structures) [C] please provide bids and ask for both sides. thanks, just landed in paris On Tue, Jun 30, 2015 at 7:27 PM, Paul Morris e > wrote: Jeffrey are you available to talk with the team? Thx ---Original Message----From: Vahe Stepanian Sent: Tuesday, June 30, 2015 09:18 AM Eastern Standard Time To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) [C] Classification: Confider:Sal Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117434 CONFIDENTIAL SONY GM_00263618 EFTA01457762