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Indicative Levels - USDCNH lyr Options (CI (TanaSmith, 8/12/2014)
Title Matchefta-efta01462104
Case Filesd-10-EFTA01462104Dept. of JusticeIndicative Levels - USDCNH lyr Options (CI (TanaSmith, 8/12/2014)
August 12, 20141p
Case File
sd-10-EFTA01462104Dept. of JusticeIndicative Levels - USDCNH lyr Options (CI (TanaSmith, 8/12/2014)
Email
USOCNH BGN Curn NV1212013 From: TanaSmith Sent: 8/12/2014 8:55:50 AM To: ieevacation@Rmail.com CC: Paul Morris [1 ]; Nay Gupta Subject: Indicative Levels - USDCNH lyr Options (CI Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 /6.4605 ly ATMS (6.1604) USDCNH put: 0.256% / 0.38
Date
August 12, 2014
Source
Dept. of Justice
Reference
sd-10-EFTA01462104
Pages
1
Persons
0
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