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EFTA Document EFTA01365041
Title Matchefta-efta01365041
Case Filesd-10-EFTA01365041Dept. of JusticeEFTA Document EFTA01365041
Unknown1p
Case File
sd-10-EFTA01365041Dept. of JusticeEFTA Document EFTA01365041
Other
Client buys 3y Digital put struck at 1.0750, European observation Client sells 3y Digital call struck at 1.3175, European observation Net premium: Zero We compared this with vanilla risk reversals - for a 3y structure, 1.0750 / 1.2300 vanilla reversal is zero net premium. Please note the levels below are indications - please reach out for live levels. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email This communication may contain confidential a
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01365041
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1
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0
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