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EFTA Document EFTA01386914
Title Matchefta-efta01386914
Case Filesd-10-EFTA01386914Dept. of JusticeEFTA Document EFTA01386914
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Case File
sd-10-EFTA01386914Dept. of JusticeEFTA Document EFTA01386914
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From: Martin Zeman Sent: 12/6/2017 5:24:45 PM To: Paul Barrett ) I CC: Xavier Avila Stewart Oldfield Subject: Indicative R/R on 10Y US rates Paul, Here are the indicative rates options prices. I haven't marked up anything so let's talk about it. 1. 1. Client buy 6ml0y 2.5 payers 10mm Client sells 6m10y 2.2 receivers 10mm 2. Offered at 0.32% (mid=0.30%) 3. (payer mid is 1.07%) 4. 5. 2. Client buys 6ml0y 2.4 payers 10mm 6. Client sells 6ml0y 2.2 receivers 10mm 7. Offered
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Dept. of Justice
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sd-10-EFTA01386914
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