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Case Filesd-10-EFTA01357097Dept. of JusticeRE: Dispersion Call Option [C (Vahe Stepanian, December 07, 2015)
December 7, 20151p
RE: Dispersion Call Option [C (Vahe Stepanian, December 07, 2015)
575 Lexington Avenue 4th Floor New York, NY 10022 On Dec 7, 2015, at 9:19 AM, Ariane Dwyer Good morning Rich, Per your request please find below the details from the trader: wrote: Underlying Spots .HSCE 9,822.72 .N225 19,749.28 .SPX 2,088.14 STOXX50E 3.379.00 EEM P 33.59 Realized dispersion: -9.97% (using above spot references) Indicative bid: 0.60% Best, Ari From: Vahe Stepanian Sent: Monday, December 07, 2015 8:56 AM To: Richard Kahn Cc: Daniel Sabba; Ariane Dwyer; Pa
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