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sd-10-EFTA01468814Dept. of Justice

EFTA Document EFTA01468814

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Subject: Copper EOD 5/13/14... From: Tazia Smith Date: Tue, 13 Ma 2014 15:25:05 -0400 To: Cc: Paul Morris < Vahe Stepanian < Rich - End of the day (EOD) on the copper call - December copper was down, 6808 on LPZ4 vs. 6836 yesterday. mid on Dec 7000 call is $237/mt vs. $251.72/mt yesterday Thus Jeffrey's option mid is $296,250 mid, vs. $314,650 mid yesterday Using same vol spread (0.6%) and vega (20.27) the EOD indicative bid $281,250 vs. $299,448 this morning. Tazia From: dbcom T

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Unknown
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Dept. of Justice
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sd-10-EFTA01468814
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12
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0
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