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EFTA Document EFTA01447665
Title Matchefta-efta01447665
Case Filesd-10-EFTA01447665Dept. of JusticeEFTA Document EFTA01447665
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Case File
sd-10-EFTA01447665Dept. of JusticeEFTA Document EFTA01447665
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From: "Jeffrey E." <[email protected]> To: Tazia Smith Date: 08/12/2014 10:23 AM subject: Re: Indicative Levels - USDCNH lyr Options [C] 75 million notional puts at 38 basis points On Tue, Aug 12, 2014 at 6:55 AM, Tazia Smith < > wrote: Classification: confidential Jeffrey - USDCNH Ref: Spot 6.1604; Fwd 6.2723 (i.e. 101.82% of spot) ly ATMS (6.1604) USDCNH call: 1.041% / 2.215% ly ATMF (6.2723) USDCNH call: 1.041% / 1.190% ly ATMF / ATMF +3% call spread: 0.469% / 0.73% Strike
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Dept. of Justice
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sd-10-EFTA01447665
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