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EFTA Document EFTA01462113
Title Matchefta-efta01462113
Case Filesd-10-EFTA01462113Dept. of JusticeEFTA Document EFTA01462113
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Case File
sd-10-EFTA01462113Dept. of JusticeEFTA Document EFTA01462113
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Best Regards, Tazia From letfrey E." cteevacationammaitcoms To Tabs SmittVdbidtcom@DBAMERICAS. Date: 08/12/2O141O23 AM Subjoct: Re: Indicative Levels - USDCNH 1yr Options (C} 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith .,c )_> wrote: Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) 1y ATMS (6.1604) USDCNH call: 1.041% / 2.215% 1y ATMF (6.2723) USDCNH call: 1.041% / 1.190% 1y ATMF / ATMF
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Dept. of Justice
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sd-10-EFTA01462113
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