EFTA Document EFTA01407955

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Subject: RE: Dispersion Call Option [C] From: Ariane Dwyer Date: Mon, 07 Dec 2015 09:19:27 -0500 To: Richard Kahn Cc: Daniel Sabba Paul Morris Stewart Oldfield Vahe Stepanian Good morning Rich, Per your request please find below the details from the trader: Underlying Spots .HSCE 9,822.72 .N225 19,749.28 .SPX 2,086.14 .STOXX50E 3,379.00 EEM.P 33.59 EFTA01407955 Realized dispersion: -9.97% (using above spot references) Indicative bid: 0.60% Best, Ari From: Vahe Stepanian

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Unknown

Source

Dept. of Justice

Reference

sd-10-EFTA01407955

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Persons

Integrity

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