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sd-10-EFTA01461762Dept. of Justice

EFTA Document EFTA01461762

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zero cost. size recommend? On Fri, Jun 6, 2014 at 6:05 AM, vahe Stepanian <vahe.stepanian@db.com> wrote: Classification: Confidential Good Morning Jeffrey, TWo-way pricing below on the EURUSD collar. Note non-farm payrolls in -25 minutes, so please let us know should you wish to trade ahead of that. Spot Ref: 1.3640 Expiry: 3m (8 Sep 2014 expiry) Notional: Up to EUR 50mm (each leg) For a Zero-Cost Collar: Client buys 1.3405 EUR Put / USD Call Client sells 1.38 EUR call / USD Put S

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Dept. of Justice
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sd-10-EFTA01461762
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