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EFTA Document EFTA01461192
Title Matchefta-efta01461192
Case Filesd-10-EFTA01461192Dept. of JusticeEFTA Document EFTA01461192
Unknown1p
Case File
sd-10-EFTA01461192Dept. of JusticeEFTA Document EFTA01461192
Other
Buy 6m $109.41 call (105% of Jun14 ref): $3.51/bbl Sell 6m $85 put: $0.95/bbl Net Debit: $2.56/bbl (-2.5%) Indicative cost on $5mm Notional: $125,000 Max Loss: $87.56/bbl For your reference: 6m $104.2 call (ATM): $5.90/bbl (-5.7%) 6m $109.41 call (105% of Jun14 ref): $3.51/bbl (-3.4%) 6m $85 put: $0.95/bbl (-0.9%) 6m $90 put: $1.58/bbl (-1.5%) (2) ATM 6mo Swap A futures look-alike in the form of a Jun14 ATM swap, which has positive carry of -$2/bbl (differential between Jun14
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01461192
Pages
1
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0
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