Skip to main content
Skip to content
Case File
sd-10-EFTA01462279Dept. of Justice

Hi 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
Integrity
Loading document viewer...

Ask AI About This Document

0Share
PostReddit
Review This Document

Forum Discussions

This document was digitized, indexed, and cross-referenced with 1,800+ persons in the Epstein files. 100% free, donor-supported, and independent. Donors see no ads.

Support This ProjectSupported by 1,550+ people worldwide
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.