EFTA Document EFTA01461788
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 Should you wish to sell the 1.3410 EUR Put / USD Call and buy the 1.38 EUR call / USD Put, price is 0
Summary
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 Should you wish to sell the 1.3410 EUR Put / USD Call and buy the 1.38 EUR call / USD Put, price is 0
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