Epstein Secrets

al) - 1200 / 1250 / 1.15% - 1220 / 1280 / 1.00% 6m USDKRW Premium Neutral Collars SOFL buys the USDKRW call and sells the put option (quoted as Call Strike / Put Strike) - 1220 / 1170 - 1230 / 1164 USDTWD Spot Ref: 32.35 6m USDTWD Premium Neutral Collars SOFL buys the USDTWD call and sells the put option (quo

ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5

al) - 1200 / 1250 / 1.15% - 1220 / 1280 / 1.00% 6m USDKRW Premium Neutral Collars SOFL buys the USDKRW call and sells the put option (quoted as Call Strike / Put Strike) - 1220 / 1170 EFTA00848285 - 1230 / 1164 USDTWD Spot Ref: 32.35 6m USDTWD Premium Neutral Collars SOFL buys the USDTWD call and sells the

ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5

ional) - 1200 / 1250/ 1.15% - 1220/ 1280/ 1.00% 6m USDKRW Premium Neutral Collars SOFL buys the USDKRW call and sells the put option (quoted as Call Strike / Put Strike) - 1220/ 1170 - 1230/ 1164 USDTWD Spot Ref: 32.35 6m USDTWD Premium Neutral Collars SOFL buys the USDTWD call and sells the put option (quote

ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5