Case File
efta-01455104DOJ Data Set 10OtherEFTA01455104
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01455104
Pages
1
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0
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Subject.
Re: Indicative Levels - USDCNH 1yr Options [C]
why is there no indication of buy or sell on confirm 40 basis points on 75 million? how is that 173k
On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith ‹
> wrote:
Classification: Confidential
Jeffrey — That' done for Southern Fnl at 36.4bps ($173,000 premium)
1yr
USDCNH put
ATMS strike (6.16)
75mm USD notional
Best Regards,
Tazia
From.
lettrey E." cjetvacationebomail.com>
To.
Tazia Srnithdbldbcom*DBAMERICAS,
08/12/2014 10:23AM
Subject:
Re: Indicative Levels - USDCNH 1yr Options IC]
75 million notional puts at 38 basis points
On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith
wrote:
Classification: Confidential
Jeffrey -
USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot)
1y ATMS (6.1604) USDCNH call: 1.041% / 2.215%
1y ATMF (6.2723) USDCNH call: 1.041% / 1.190%
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 113636
CONFIDENTIAL
SDNY_GM_00259820
EFTA01455104
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