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sd-10-EFTA01457763Dept. of Justice

Re: FW: Longer Dated EUR Downside (3y structures) [C (June 30, 2015)

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SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry 6m SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevaCati0nOcimail.com] Sent: Tuesday, June 30, 2015 5:40 AM To: Vahe Stepanian Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Re: FW: Longer Dated EUR Downside (3y structures) [C] great

Date
June 30, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01457763
Pages
1
Persons
0
Integrity
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