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EFTA Document EFTA01387000
Title Matchefta-efta01387000
Case Filesd-10-EFTA01387000Dept. of JusticeEFTA Document EFTA01387000
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Case File
sd-10-EFTA01387000Dept. of JusticeEFTA Document EFTA01387000
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From: Ariane Dwyer Sent: 12/7/2015 9:19:27 AM To: Richard Kahn CC: Daniel Sabba ; Paul Morris ; Stewart Oldfield ; Vahe Stepanian Subject: RE: Dispersion Call Option ICI Good morning Rich, Per your request please find below the details from the trader: Underlying Spots .HSCE N225 19,749.28 .SPX STOXX50E 2,086.14 3 379 00 33.59 Realized dispersion: -9.97% (using above spot references) Indicative bid: 0.60% Best, Ari From: Vahe Stepanian Sent: Monday, December 07,
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Dept. of Justice
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sd-10-EFTA01387000
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