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sd-10-EFTA01462239Dept. of Justice

EFTA Document EFTA01462239

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09 28 2009 09 25 2014 95) Save As 9i9 Actions • 91) Edit - 9S Table Last Price c2•Ili Tr Track (a • Last Price 77.9904 - T High on 08/28/13 91.8093 Average 69.9526 - 1 Low on 05/18/10 55.6350 tit Secunty/Study NI Event / Annotate 'F News O, Zoom 009 2010 2011 2012 2013 2014 Source: Bloomberg 25-Sep-2014 No lower Chart Line Chart 0 80 77.9904 75 S&P 500 Put options dislocated relative to Call options • Trade: A 6m 110% calls financed by 6m 90% puts in a ratio o

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Dept. of Justice
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sd-10-EFTA01462239
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