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EFTA Document EFTA01461668
Title Matchefta-efta01461668
Case Filesd-10-EFTA01461668Dept. of JusticeEFTA Document EFTA01461668
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Case File
sd-10-EFTA01461668Dept. of JusticeEFTA Document EFTA01461668
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2) Buying vanilla European style out-of-the-money USDINR puts, funded by selling OTM calls on USDINR 6month expiry spot ref 58.67 Buy USDINR put strike 58.08 (ATMspot -1%) Sell USDINR call strike 64.18 (ATMspot +9.4%) Net upfront premia zero I see from your last msg you want 9months. I'll price those and get back to you. Nay Nav Gupta Managing Director Deutsche Bar* AG. Filial° London Deutsche Asset 8 Wealth Management 105/106 Old &oad St (Pinners Hall). EC2N 1 EN London. United Kin
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Dept. of Justice
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sd-10-EFTA01461668
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