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EFTA Document EFTA01380926
Title Matchefta-efta01380926
Case Filesd-10-EFTA01380926Dept. of JusticeEFTA Document EFTA01380926
Unknown1p
Case File
sd-10-EFTA01380926Dept. of JusticeEFTA Document EFTA01380926
Other
Ref vanilla: 4.30% Ref SPX future: 2115 Ref 10y fwd: 2.54% SPX Implied volatility levels close to historical lows GRAB 99 Aalft; 941Iniir u$ Tame kn. 24, -761D Ti 02-lnn-ZOI5 fl Tog at Mny -4.735 Volatility Comparison Soniadratralvte, fl it ^Han 10004 ■ (1.) 6M 105% Mny 12.104 if (2.) 6M 95% Mny 16.839 Low: 5. 1 2011 2012 2013 2014 2015 AUslrolto 61 2 9777 am Erort1 5311 239.5 9003 Europe 44 20 7130 7900 Germs 4) 69 9204 1210 May Kong 952 2977 Japan $1 3 4201 9900 Su
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01380926
Pages
1
Persons
0
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