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EFTA Document EFTA01387898
Title Matchefta-efta01387898
Case Filesd-10-EFTA01387898Dept. of JusticeEFTA Document EFTA01387898
Unknown1p
Case File
sd-10-EFTA01387898Dept. of JusticeEFTA Document EFTA01387898
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Graphs Graph 1: EURZAR-USDZAR implied correlation at highs EPRZAR-LISD7AR fin Ina/Econ. EURZA.4-9502AR ly impleicorr 43% -- -r- ---e 100 2006 2009 2010 2011 2012 2013 2014 2015 2016 2017 Graph 3: 6m realized correlation vs. strike Graph 2: ZAR vols elevated compared to EURUSD vols 5 EURUSOEURZAR lymphoid vol spread -20 - EURUS04/502AR 1y implied wisp:4W 3300 20C$ 2009 2030 2011 2012 2013 2014 2015 2016 2017 Graph 4: lv realized correlation vs. strike 10096 90% 2056 nme, 10056
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Unknown
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Dept. of Justice
Reference
sd-10-EFTA01387898
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0
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