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@gmail.com> CC: Daniel Sabba , Ariane D Monis Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C]
reads [C] Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to price up call spreads on JPY/KRO. Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO. Note - there is likely to be more liquidity on this currency
gmail.com> CC: Daniel Sabba Morris , Ariane D Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C]
From: Vahe Stepanian To: "jeffrey E." <[email protected]> CC: Daniel Sabba Morris , Ariane D Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C] Date: Fri, 30 Oct 2015 20:17:24 +0000 Inline-Images: image001.png er , Paul , Richard Kahn Classification: Confidential Jeffr
E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: 3PY/KRO Call S
preads [C] Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to price up call spreads on JPY/KRO. Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO. Note - there is likely to be more liquidity on this currency
E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: JPY; KRO Call
Spreads [C] Classification: COnidendal Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to price up call spreads on JPY/KRO. Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO. Note - there is likely to be more liquidity on this currency
Entities connected to both Martha Stewart and JPY/KRO

Stewart Oldfield
PERSON
Jeffrey Epstein
PERSON
Richard Kahn
PERSONDeutsche Bank Securities Inc.
ORGANIZATIONVahe Stepanian
PERSON
Paul Morris
PERSON
Daniel Sabba
PERSON
Ariane de Rothschild
PERSON
Ariane Dwyer
PERSONNotional
ORGANIZATIONNet Premium
ORGANIZATIONInitial Margin
ORGANIZATIONJPY/KRO Forward Ref
ORGANIZATIONJPYICRO Spot Ref
ORGANIZATION