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Fw: Jeffrey - Two 9month expiry Rupee option trades + historical charts (Tazia Smith, 5/20/2014)
Title Matchefta-efta01461707
Case Filesd-10-EFTA01461707Dept. of JusticeFw: Jeffrey - Two 9month expiry Rupee option trades + historical charts (Tazia Smith, 5/20/2014)
May 20, 20141p
Case File
sd-10-EFTA01461707Dept. of JusticeFw: Jeffrey - Two 9month expiry Rupee option trades + historical charts (Tazia Smith, 5/20/2014)
Email
From: Tazia Smith Sent: 5/20/2014 3:20:04 PM To: jeevacation@gmail.com CC: Paul Morris el; Nay Gupta Vinit Sahn Vahe Stepanian Subject: Fw: Jeffrey - Two 9month expiry Rupee option trades + historical charts Jeffrey - Traders' view is that accurate history on the option itself (9mo ATM USDpINRc, for example) doesn't exist given the forward points, vol, liquidity, etc backdated inputs would not be accurate. That said. I've included the 6 and 12mo ATM USDINR implied vol history her
Date
May 20, 2014
Source
Dept. of Justice
Reference
sd-10-EFTA01461707
Pages
1
Persons
0
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