EFTA Document EFTA01462110
From: "Jeffrey E." <[email protected]> To: TaziaSmith/db/dbcorn@OBAMERICAS, 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.
Summary
From: "Jeffrey E." <[email protected]> To: TaziaSmith/db/dbcorn@OBAMERICAS, 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.
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Mobile: (917) 318-4852 Fax: (646) 257-3131 E-mail:- From: lefty E." Ijecvacationttigmail.coml Sent: 09/16/2014 06:08 AM AST To: Tazia Smith Subject: Rc: Alibaba ICJ Yes On Tue, Sep 16, 2014 at 2:02 AM, Tazia Smith <a> wrote: Classification: Confidential Good Morning Jeffrey - Please confirm or modify your indication of interest of 250k shares of Alibaba. As you know, scheduled pricing is Thursday for trading Friday. Thanks, Tazia Tazia Smith Director Key Client Partners - US Deu
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