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EFTA Document EFTA01479691
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Case Filesd-10-EFTA01479691Dept. of JusticeEFTA Document EFTA01479691
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sd-10-EFTA01479691Dept. of JusticeEFTA Document EFTA01479691
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Subject: Indicative Levels - USDCNH 1 r Options [C] From: Tazia Smith < Date: Tue, 12 Aug 2014 08:55:50 -0400 To: eevacation@•mail.com Cc: Paul Morris Nav Gupta < Vahe Stepanian < Classification: Confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% Strikes: 6.2723 ly ATMS (6.1604) ly ATMF (6.2723) /6.4605 USDCNH p
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Dept. of Justice
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sd-10-EFTA01479691
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