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EFTA Document EFTA01460936
Title Matchefta-efta01460936
Case Filesd-10-EFTA01460936Dept. of JusticeEFTA Document EFTA01460936
Unknown1p
Case File
sd-10-EFTA01460936Dept. of JusticeEFTA Document EFTA01460936
Other
outperformance index options. I have plotted the historical ly average realized dispersion between S&P500, EuroStoxx50, Nikkei, EEM and HSCEI to illustrate. Historical Average Realized Dispersion 60.00% 50.00% 40.00% 30.00% 20.00% 10.00% 0.006 SP e,. ce • NIC) N'Ne% 1, i> OC i \`> Oe is- - Current Strike Price of Dec15 Calls on Dispersion - 1y Average Realized Dispersion (SXSE. NSW. NEV. EEM. SPX) Indicative Transaction Terms: Client buys: European Call on Dispersion,
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Unknown
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Dept. of Justice
Reference
sd-10-EFTA01460936
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1
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0
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