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Case Filesd-10-EFTA01462284Dept. of JusticeCommodity currencies: bullish reversals in BRL... IC (Daniel Sabba II, 1/5/2015)
January 5, 20151p
Case File
sd-10-EFTA01462284Dept. of JusticeCommodity currencies: bullish reversals in BRL... IC (Daniel Sabba II, 1/5/2015)
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SON 7/1, 1014 x:2:1014 41 191 From: Daniel Sabba II Sent: 1/5/2015 11:38:00 AM To: jeevacation maitcom CC: Paul Morris •, Subject: Commodity currencies: bullish reversals in BRL... IC] Classification: Confidential Jeffrey, Happy new year.This idea looks particularly interesting to USDBRL. Indicative pricing and rationale below: Notional: USD 10mm Expiry: 6m Client buys USDBRL put / sells USDBRLcall Put strike: 2.70 Call strike: 3.10 Net Premium Offer: Zero (mid of put $162
Date
January 5, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01462284
Pages
1
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0
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