EFTA Document EFTA01367644
EUR 967mm Indicative Transaction Terms (for smaller size - EUR 25mm delta): A. 5y EURUSD premium neutral risk reversal (long EURUSD put struck at 1.24501 short EURUSD call struck at 1.4600) B. Short EURUSD 1bn 5y forward. Forward points: 1040/1125 C. 1y EUR puts struck at 1.2450 (spot) offered at 2.90% As you can see the pricing for smaller size is much better. Please advise on how you would like to proceed. Best regards, Daniel Daniel Sabba KcqCk0Padmm This communication may contain
Summary
EUR 967mm Indicative Transaction Terms (for smaller size - EUR 25mm delta): A. 5y EURUSD premium neutral risk reversal (long EURUSD put struck at 1.24501 short EURUSD call struck at 1.4600) B. Short EURUSD 1bn 5y forward. Forward points: 1040/1125 C. 1y EUR puts struck at 1.2450 (spot) offered at 2.90% As you can see the pricing for smaller size is much better. Please advise on how you would like to proceed. Best regards, Daniel Daniel Sabba KcqCk0Padmm This communication may contain
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