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Indicative Levels, FYI IC (Tazia Smith, 8/15/2014)
Title Matchefta-efta01462126
Case Filesd-10-EFTA01462126Dept. of JusticeIndicative Levels, FYI IC (Tazia Smith, 8/15/2014)
August 15, 20141p
Case File
sd-10-EFTA01462126Dept. of JusticeIndicative Levels, FYI IC (Tazia Smith, 8/15/2014)
Email
From: Tazia Smith Sent: 8/15/2014 9:31:53 AM To: CC: Vahe Stepania ; Paul Morris Subject: Indicative Levels, FYI IC) Attachments: pic08973.gif; pic30971.gif Classification: Confidential Good Morning Rich -- Indicative levels below. 581.9k on the euro vs. 1.3391 spot. 5200,250 on the USDCNH put vs. 6.1458 spot (26.7bps/38.3bps is the indicative spread -- indicative is wide, as you rightly pointed out yesterday) <Client> sells Put, buys Call on EUR/USD in a Risk Reversal Put Strik
Date
August 15, 2014
Source
Dept. of Justice
Reference
sd-10-EFTA01462126
Pages
1
Persons
0
Integrity
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