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EFTA Document EFTA01365334
Title Matchefta-efta01365334
Case Filesd-10-EFTA01365334Dept. of JusticeEFTA Document EFTA01365334
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Case File
sd-10-EFTA01365334Dept. of JusticeEFTA Document EFTA01365334
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3 December 2013 US Derivatives Spotlight [Figure 3: Current premia for long-dated SPX calls and call spreads is low 35% • Current Preemie 30% A 26% - 20% 15% - 10% A 6% - 0% SPX 18M SPX 36A1 SPX 60M SPX 18M SPX 36M SPX 60M SPX 60M 100% 100% 100% 107.5% 120% 140% 100%-140% Saw Dad.. Sent AMPS.) AN" regrew. etre Otteenc• Pawn the magnum ant/ monlmon a fly al gotten pans "not .45.+2007 M-to tes weary AY Osionc•Innivin ale 75th a-4 nth ins* at to w onoropreave swan-2m Th
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Unknown
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Dept. of Justice
Reference
sd-10-EFTA01365334
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1
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