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EFTA Document EFTA01461145
Title Matchefta-efta01461145
Case Filesd-10-EFTA01461145Dept. of JusticeEFTA Document EFTA01461145
Unknown1p
Case File
sd-10-EFTA01461145Dept. of JusticeEFTA Document EFTA01461145
Other
Brent Jun14 reference: 5104.2 Brent spot: $106.5 (1) Risk Reversal: Buy 6m 5109.41 call (105% of Jun14 Sell 6m $85 put: Net Debit: Indicative cost on 55mm Notional: Max Loss: For your reference: 6m 5104.2 call (ATM): 6m 5109.41 call (105% of Jun14 6m 585 put: 6m 590 put: ref): 53.51/bbl 50.95/bbl 52.56/bbl (-2.5%) $125,000 587.56/bbl 55.90/bbl (-5.7%) ref): 53.51/bbl (-3.4%) 50.95/bbl (-0.9%) 51.58/bbl (-1.5%) (2) ATM 6m0 Swap A futures look-alike in the form of a Jun14 A
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01461145
Pages
1
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0
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