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1.0750 / 1.1535 vanilla reversal is zero net premium For ly structure: 1.0750 / 1.1630 vanilla reversal is zero net premium Thank you, Vahe From: Daniel Sabba Sent: Monday, June 29, 2015 12:32 PM To: 'Jeffrey E.' Subject: RE: Longer Dated EUR Downside (3y structures) [C] Classification: Confidential Lo
On Mon, Jun 29, 2015 at 1:19 PM, Vahe Stepania wrote: Classification: Confidential Jeffrey - 6m and ly pricing on premium neutral, digital risk reversals are below per your request. Please not
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From: Ariane Dwye l Sent: 12/7/2015 9aiiM To: Richard Kah CC: Daniel Sabba Paul Morris Va e tepanian Subject: RE: Dispersion Call Option IC] Good morning Rich, Per your request please find below the details from the tr
tion [C] Can you please have traders provide me with a bid I can present to mr Epstein. Thank you. Sent from my iPhone On Dec 4, 2015, at 1:56 PM, Vahe Stepania wrote: Classification: Confidential One more point worth mentioning — the realized dispersion when we spoke on Wednesday was - 9.95%. This declin
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Richairca. Daniel Sabba , Vahe Stepania Paul Morris, Stewart Oldfie Date: 10/29/2014 10.02 AM Subject Re: [C] Classification: Confidential Jeffrey - done on 14,900 a
Richairca. Daniel Sabba , Vahe Stepania Paul Morris, Stewart Oldfie Date: 10/29/2014 10.02 AM Subject Re: [C] Classification: Confidential Jeffrey - done on 14,900 at 24.19. The size
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