RE: DB FX trade idea: EURZAR-USDZAR correlation swap (Xavier Avila, 01 Dec 2017)

Subject: RE: DB FX trade idea: EURZAR-USDZAR correlation swap From: Xavier Avila Date: Fri, 01 Dec 2017 To: "Paul Barrett ( Cc: Stewart Oldfield Joshua Shosha Martin Zeman 15:54:14 -0500 Paul, Vimal is working on the analysis and we'll send soon with the termsheet and mathematical claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized has gone also much l