RE: Longer Dated EUR Downside (3y structures) [C) (I (Paul Morris, 7/1/2015)RE: Longer Dated EUR Downside (3y structures) [C (Daniel Sabba, June 29, 2015)
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RE: FW: Longer Dated EUR Downside (3y structures) [C (Vahe Stepanian, June 30, 2015)
Title Matchefta-efta01457774
Case Filesd-10-EFTA01457774Dept. of JusticeRE: FW: Longer Dated EUR Downside (3y structures) [C (Vahe Stepanian, June 30, 2015)
June 30, 20151p
Case File
sd-10-EFTA01457774Dept. of JusticeRE: FW: Longer Dated EUR Downside (3y structures) [C (Vahe Stepanian, June 30, 2015)
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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; Mane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) [C] Classification: Confidential 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
Date
June 30, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01457774
Pages
1
Persons
0
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