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EFTA Document EFTA01385977
Title Matchefta-efta01385977
Case Filesd-10-EFTA01385977Dept. of JusticeEFTA Document EFTA01385977
Unknown1p
Case File
sd-10-EFTA01385977Dept. of JusticeEFTA Document EFTA01385977
Other
-o 2014 Outlook Closed Trades Trade Detail Rationale Risks Opened Entry Clewed Exit Pt Treasury RV Buy toy Treasuries vs 68 end 30s 10s have underperformed on the curve since May, and appear cheap on fly Further sell-off in Treasuries ' led by a steeper 5s/10s curve 1V6/13 +17 by 6/26/14 +5 bp (Closed on 6/26) +1,123k Option 1y 3s lOs conditional bearish flattener for zero premium: Buy ly3y + 25 by payer, sell DVOI weighted lylOy +41.6 bp payer for zero premium. The
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Dept. of Justice
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sd-10-EFTA01385977
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