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sd-10-EFTA01362102Dept. of Justice

EFTA Document EFTA01362102

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On Mon, Jun 29, 2015 at 1:19 PM, Vahe Stepanian C wrote: Classification: Confidential Jeffrey - 6m and ly pricing on premium neutral, digital risk reversals are below per your request. Please note these were priced with 2mm EURO payout. 1.1180 EURUSD spot ref 6m Client buys 1.0750 digital put, European observation Client sells 1.1845 digital call, European observation Net premium: zero ly Client buys 1.0750 digital put, European observation Client sells 1.2175 digital call, European

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Dept. of Justice
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sd-10-EFTA01362102
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