EFTA Document EFTA01426676

Subject: RE: indication on WTI risk reversals [C] From: Andrew King Date: Thu, 09 Jun 2016 12:33:26 -0400 To: Stewart Oldfield ‹ > Classification: Confidential I'll check on the top positions and see if there is an alternative solution with Vahe (total return swap on the index or ETF?).. I'm not sure we can do a TRS on a managed portfolio. What do you mean by dynamic margin? From: Stewart Oldfield Sent: Thursday, June 09, 2016 11:51 AM To: Andrew King Subject: Re: indication on WTI r