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Case Filesd-10-EFTA01462110Dept. of JusticeRe: Indicative Levels - USDCNH lyr Options [C (Jeffrey E, 08/12/2014)
August 12, 20141p
Case File
sd-10-EFTA01462110Dept. of JusticeRe: Indicative Levels - USDCNH lyr Options [C (Jeffrey E, 08/12/2014)
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From: "Jeffrey E." <jeevacation@gmail.com> To: TaziaSmith/db/dbcorn@OBAMERICAS, Date: 08/12/2014 10:23 AM Subject: Re: Indicative Levels - USDCNH lyr Options [C] 75 million notional puts at 38 basis points on Tue, Aug 12, 2014 at 6:55 AM, Tazia smith < wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.
Date
August 12, 2014
Source
Dept. of Justice
Reference
sd-10-EFTA01462110
Pages
1
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0
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