EFTA Document EFTA01360670

send me put and calls at different strikes and duration, why in the world would i put up any money if i can short puts ? buyu calls .risk reversal. sorry On Fri, May 1, 2015 at 10:15 AM, Daniel Sabba <O> wrote: Jeffrey - we wanted to share this note with you as it relates to what we perceive to be your macro views. James Malcolm is updating his view on the Bo' - he thinks there is now material event risk for the July meeting which warrants some 3-month vol premium on Yen assets and a clos