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EFTA Document EFTA01451217
Title Matchefta-efta01451217
Case Filesd-10-EFTA01451217Dept. of JusticeEFTA Document EFTA01451217
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Case File
sd-10-EFTA01451217Dept. of JusticeEFTA Document EFTA01451217
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9 January 2014 FX Blueprint: Thin end of the wedge Theme 411. Vol to roll We see relative value opportunities in vol surface distortions; specifically buying EUR/USD FVAs, USD/JPY vol swaps and risk reversals, plus AUD/USD puts cheapened with AUD/CAD KOs Trade, I Hedge ggainst event-risks with EUR/USD FVA,::: Despite potential catalysts such as the US fiscal impasse and EU political uncertainty, EUR/USD implied vol remained subdued in 2013, and was predominantly driven instead by rate
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Dept. of Justice
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sd-10-EFTA01451217
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