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EFTA Document EFTA01461312
Title Matchefta-efta01461312
Case Filesd-10-EFTA01461312Dept. of JusticeEFTA Document EFTA01461312
Unknown1p
Case File
sd-10-EFTA01461312Dept. of JusticeEFTA Document EFTA01461312
Other
(offer) -0.43% of USD notional. Spot breakeven 6.226 2) Buy a ly expiry, 6.3 / 6.8 strike USDCNH call spread. Premium (offer) -0.30% of USD notional. Spot breakeven 6.318 USDCNH spot = 6.029, ly ATMF = 6.093 Indicative levels only, subject to market movement. Source: DB KCP London, 1/28/14. These premiums are very low compared to the potential returns if USDCNH turns higher. Implied vol is approx. 3% The complacency and positioning among Fx and Fx options participants in USDCNH is high
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01461312
Pages
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0
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