Document Mentions (3 shared documents)

EFTA01363737

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Please advise on how to proceed. Daniel From: "Jeffrey E." <[email protected]> TO: Daniel Sabba/db/dbc

s of puts and calls? On Thu, Nov 13, 2014 at 2:38 PM, Daniel sabba < > wrote: Classification: Confidential Classification: Strictly Confidential Jeffrey, I met with the head of FX trading of our investment bank to discuss the EUR hedging question you posed. To build a multi-billion short, a solution

Call strike: 1.4600 Notional: EUR 50,000,000 Expiry: Thu 14-Nov-2019 (5y) Settlement: Mon 18-Nov-2019 ZoneCut: NV Premium Date: Mon 17-Nov-2014 Put Premium offer: USD 2,928,000 (mid would be USD 2,878,000) Call Premium Bid: (USD 2,946,500) (mid would be USD 2,996,500) Net Premium: southern Financial Re

EFTA01367642

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on? Paul Morris Managing Director Deutsche Bank Private Bank 345 Park Avenue, 27th Floor New York, NY 10154 From Daniel Sabbaidtildbcom To: "Jeffrey E7 yeevacationaigmall.ccin>@DEUBAINT. Cc: Data 11/13!201404:33 PM Subject Re: Follow-up on EUR hedging discussion IC) Classification: Confidential

yeevacationaigmall.ccin>@DEUBAINT. Cc: Data 11/13!201404:33 PM Subject Re: Follow-up on EUR hedging discussion IC) Classification: Confidential Jeffrey, please see below. It would help our hedging if you executed this in the moming since the Euribor market just closed at 4pm EST, so the market for t

Call Strike: 1.4600 Notional: EUR 50,000,000 Expiry: Thu 14-Nov-2019 (5y) Settlement: Mon 18-Nov-2019 ZoneCut: NY Premium Date: Mon 17-Nov-2014 Put Premium Offer: USD 2,928,000 (mid would be USD 2,878,000) Call Premium Bid: (USD 2,946,500) (mid would be USD 2,996,500) Net Premium: Southern Financial Re

EFTA01404771

3 mentions1 same-page

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hern Financial Receives USD 18,500 (mid for the structure would be for SF to receive USD 118,500) Please advise on how to proceed. Daniel From: "jeffrey E." <[email protected]> To: Date: PM 11/13/2014 03:15 EFTA01404772 Subject: [C] Re: Follow-up on EUR hedging discussion in the long put at

S, Stewart , Vahe Date: PM Subject: [C] 11/13/2014 04:33 Re: Follow-up on EUR hedging discussion EFTA01404771 Classification: Confidential Jeffrey, please see below. It would help our hedging if you executed this in the morning since the Euribor market just closed at 4pm EST, so the market for