Case File
efta-01461030DOJ Data Set 10OtherEFTA01461030
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DOJ Data Set 10
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efta-01461030
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Stepanian.
10/10/2014 10:33 AM
Subject:
S&P risk reversals.... [c]
classification: confidential
Good Morning Jeffrey -
s&P listed options indicative levels below. If you have an upside view on uS
big caps, consider a risk reversal.
Example: 1895p/1925c SPX November risk reversal +50.20 premium collected,
offer side (Bloomberg) ref: 1917.01
Example: 186p/193c SPY March risk reversal +$0.02 premium collected, offer
side (Bloomberg) ref: 191.53
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Tazia Smith
Director I Key Client Partners - US
DB Securities Inc
Deutsche Asset & wealth Management
345 Park Avenue. 10154-0004 New York, NY, USA
Tel.
Fax
Mobile
Email
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CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 122827
CONFIDENTIAL
SDNY_GM_00269011
EFTA01461030
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