1 duplicate copy in the archive
EFTA Document EFTA01385976
Title Matchefta-efta01385976
Case Filesd-10-EFTA01385976Dept. of JusticeEFTA Document EFTA01385976
Unknown1p
Case File
sd-10-EFTA01385976Dept. of JusticeEFTA Document EFTA01385976
Other
a if Cloa,:d 'Flack Recomrnendatiorts Cont'd Trade DeteN Rationale Risks Opened Entry Closed Exit P/L ° Pdca Buy $1,00Ornm 6m single reset cap on CMS10•CMS5 strike 89bp for 9.75c Carry pays for option, repriced fed suggests 5y outperlomiance Curve flattening, max loss premium 5/20/14 +9 bp 11/20/14 0 bp -876k Option Sell $100mn 3M5Y straddles vs. buy $100mn 3M5Y 22bp OTM payers for net takeout of 100c. No big changes in vol near term Rates rally 9/19/14 -100 by 12/30/
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01385976
Pages
1
Persons
0
Integrity
Loading document viewer...
Forum Discussions
Advertisement
This document was digitized, indexed, and cross-referenced with 1,500+ persons in the Epstein files. 100% free, donor-supported, and independent. Donors see no ads.
Support This ProjectSupported by 1,550+ people worldwide
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.