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sd-10-EFTA01363700Dept. of Justice

EFTA Document EFTA01363700

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From: Ariane Dwye l Sent: 12/7/2015 9aiiM To: Richard Kah CC: Daniel Sabba Paul Morris Va e tepanian Subject: RE: Dispersion Call Option IC] Good morning Rich, Per your request please find below the details from the trader: Stewart Oldfield Underlying Spots .HSCE N225 19,749.28 2,088.14 3 379 00 .SPX STOXX50E 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 T

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Dept. of Justice
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sd-10-EFTA01363700
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