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Hi Jeffrey - follow-up on options for rates steepness in USD IC (Daniel Sabba, 10/14/2014)
Title Matchefta-efta01462279
Case Filesd-10-EFTA01462279Dept. of JusticeHi Jeffrey - follow-up on options for rates steepness in USD IC (Daniel Sabba, 10/14/2014)
October 14, 20141p
Case File
sd-10-EFTA01462279Dept. of JusticeHi Jeffrey - follow-up on options for rates steepness in USD IC (Daniel Sabba, 10/14/2014)
Email
From: Daniel Sabba Sent: 10/14/2014 3:44:12 PM To: jeevacation mail.com CC: Paul Morris ; Vahe Stepanian Tazia Smith Subject: Hi Jeffrey - follow-up on options for rates steepness in USD IC] Classification: Confidential Jeffrey, It was a pleasure to talk today and looking forward to meeting when you get back to NY. Please see below for the rationale of the 5s10s steepener trade - I just repriced this for USD lbn notional. As discussed, you pay 15bps upfront for an at-the-money-f
Date
October 14, 2014
Source
Dept. of Justice
Reference
sd-10-EFTA01462279
Pages
1
Persons
0
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