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o sk +04 43A, 4," tit Source: Bloomberg Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref 10y ATMF: 2.265% (this is vanilla swap forward ref
rade, the option value would move from 1.00% to 7.19%. Source: Deutsche Bank Hybrid Desk. Scenarios run with same parameters. DB research report: DB Global Markets Research believes risk assets are at a bifurcation point — their future path depends on the way the economy and stimulus unwind and interact with one another
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%-3A +134 ‘464. Pqc 0C‘ Source: Bloomberg Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref l0y ATMF: 2.265% (this is vanilla swap forward ref
rade, the option value would move from 1.00% to 7.19%. Source: Deutsche Bank Hybrid Desk. Scenarios run with same parameters. DB research report: DB Global Markets Research believes risk assets are at a bifurcation point — their future path depends on the way the economy and stimulus unwind and interact with one another
2 mentions1 same-page
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cookitimi ID) M %of Rofiere me Spot 120 Indicative Transaction Terms: Notional: USD 10mm Expiry: 1 Year Payout: SPX 90% Put subject to l0y USD CMS rate > ATMF + 40bps at expiry (ISDAFIX3) Offer: 1.00% Vanilla ref: 4.00% Ref SPc1: 2069 Ref l0y ATMF: 2.265% (this is vanilla swap forward ref
rade, the option value would move from 1.00% to 7.19%. Source: Deutsche Bank Hybrid Desk. Scenarios run with same parameters. DB research report: DB Global Markets Research believes risk assets are at a bifurcation point — their future path depends on the way the economy and stimulus unwind and interact with one another
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