Case File
efta-01455114DOJ Data Set 10OtherEFTA01455114
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Unknown
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DOJ Data Set 10
Reference
efta-01455114
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1
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that does not sound right , are you sure its on 75 milion
On Tue, Aug 12, 2014 at 8:41 AM, Tazia Smith C
> 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
FrQm
-Jeffrey E <jeevacation(5>grnail com>
To
Tazia Sm
Data
08i12/2014 10 23 AM
Subject'
Re- Indicative Levels USDCNH 1yr Options (C]
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%
1y ATMF / ATMF +3% call spread: 0.469% / 0.73%
Strikes: 6.2723 /6.4605
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 113654
CONFIDENTIAL
SDNY_GM_00259838
EFTA01455114
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