EFTA Document EFTA01454194
From: Sent: To: CC: Subject: Attachments: Rich - Tazia Smith 5/13/2014 3:25:05 PM Paul Morris Vahe Stepanian Copper EOD 5/13/14... pic28735.gif; pic05678.gif; pic12986.git pic28729.jpg End of the day (EOD) on the copper call - December copper was down, 6808 on 024 vs. 6836 yesterday. mid on Dec 7000 call is 4237/int vs. $251.72/mt yesterday Thus Jeffrey's option mid is $296,250 mid, vs. $314,650 mid yesterday using same vol spread (0.6%) and vega (20.27) the EOD indicative bid $
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From: Sent: To: CC: Subject: Attachments: Rich - Tazia Smith 5/13/2014 3:25:05 PM Paul Morris Vahe Stepanian Copper EOD 5/13/14... pic28735.gif; pic05678.gif; pic12986.git pic28729.jpg End of the day (EOD) on the copper call - December copper was down, 6808 on 024 vs. 6836 yesterday. mid on Dec 7000 call is 4237/int vs. $251.72/mt yesterday Thus Jeffrey's option mid is $296,250 mid, vs. $314,650 mid yesterday using same vol spread (0.6%) and vega (20.27) the EOD indicative bid $
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Subject: Fw: Copper - positive momentum from China cap mkts reform From: Tazia Smith <M > Date: Mon, 12 Ma 2014 17:01:03 -0400 To: Cc: Vahe Stepanian < Paul Morris < Rich- Copper faded only slightly - mid on Dec 7000 call is $251. morning. Thus Jeffrey's option mid is Using same vol spread (0.6%) this morning. TDS 6875 vs. 6883 spot ref this morning (LPZ4 6836) 72 at the end of the day, vs. $252/mt this $314,650 mid, vs. $315,000 mid this morning. the EOD indicative bid $299,448
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