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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, 30 Oct 2015 20:39:50 +0000 Inline-Images: image001.png er , Paul , Richard Kahn Classificatio
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
2 mentions1 same-page
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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 Classificatio
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
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PY Notional (or 1349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: 3PY/KRO Call Spreads [C] Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, i
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
Sponsored
2 mentions1 same-page
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Y Notional (or —S349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey 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
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
Sponsored
Mutual Connections (14)
Entities connected to both Stewart Oldfield and JPY/KRO
Martha Stewart
PERSON5,648 w/ Stewart·4 w/ JPY/KRO
Richard Kahn
PERSON2,287 w/ Stewart·4 w/ JPY/KRO
Jeffrey Epstein
PERSON1,830 w/ Stewart·5 w/ JPY/KRO
Deutsche Bank Securities Inc.
ORGANIZATION1,568 w/ Stewart·2 w/ JPY/KRO
VS
Vahe Stepanian
PERSON830 w/ Stewart·3 w/ JPY/KRO
Paul Morris
PERSON749 w/ Stewart·4 w/ JPY/KRO
Daniel Sabba
PERSON547 w/ Stewart·4 w/ JPY/KRO
Ariane de Rothschild
PERSON380 w/ Stewart·4 w/ JPY/KRO
Ariane Dwyer
PERSON289 w/ Stewart·2 w/ JPY/KRO
Notional
ORGANIZATION20 w/ Stewart·5 w/ JPY/KRO
Net Premium
ORGANIZATION4 w/ Stewart·4 w/ JPY/KRO
JPY/KRO Forward Ref
ORGANIZATION4 w/ Stewart·3 w/ JPY/KRO
Initial Margin
ORGANIZATION4 w/ Stewart·2 w/ JPY/KRO
JPYICRO Spot Ref
ORGANIZATION2 w/ Stewart·2 w/ JPY/KRO