3
Shared Docs
3
Same-Page
4 / 3
Mentions
From: Vahe Stepanian To: "jeffrey E." <[email protected]> CC: Daniel Sabba , Ariane D Monis Stewart Oldfield Subject: RE: JPY/KRO Call Spreads [C] Date: Fri, 3
06/05/15 8.8458 Dec Mar Jun Sep 2014 I 2015 JPYKRM Cumcy (JPY-KRW X-RATE) Daily 300CT2014-300C12015 Copyright@ 2015 Bloomberg Finance L.P. Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. Tel. +1 212 454-1539 Mobile +1 347 854-4676 Email Thank you, Vahe
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
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,
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
From: jeffrey E. <[email protected]> Sent: Friday, October 30, 2015 7:27 PM To: Vahe Stepanian Subject: Re: JPY/KRO Call Spreads (C) still waiting??? ? On Fri, Oct 30, 2015 at 2:09 PM, Vahe Stepanian Classification: Confidential wrote: J
n Classification: Confidential wrote: 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 Vahe Stepanian and JPY/KRO

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