EFTA Document EFTA01457802
2) Risk Reversal with 1.05 strike put SOFL buys European EUR Put on EUR/USD Strike: 1.05 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: $1,490,000 / $1,615,000 SOFL sells European EUR Call on EUR/USD Strike: 1.155 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: USD -1,550,000 / $1,650,000 Please let us know if you wish to execute. Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. All trade
Summary
2) Risk Reversal with 1.05 strike put SOFL buys European EUR Put on EUR/USD Strike: 1.05 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: $1,490,000 / $1,615,000 SOFL sells European EUR Call on EUR/USD Strike: 1.155 Notional: EUR 100,000,000 Expiry: Wed 30-Dec-2015 (6m) Premium: USD -1,550,000 / $1,650,000 Please let us know if you wish to execute. Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. All trade
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