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Put Spread
Organization
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4
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Organization referenced in documents
Document Mentions (4)
EFTA01358059.pdf
1 mentionEFTA01358059
and higher l0y US swap rates (CMS, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105%/95% Put Spread contingent on l0y USD CMS > atmf+25bps at expiry Notional: USD50mm Expiry: 18 Dec 2015 Offer (mid): 2.00% (1.60%) Ref vanilla: 4.30% Ref SPX
EFTA01377588.pdf
1 mentionEFTA01377588
and higher l0y US swap rates (CMS, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105°4/95% Put Spread contingent on l0y USD CMS > atmf+25bps at expiry Notional: USDS0mm Expiry: 18 Dec 2015 Offer (mid): 2.00% (1.60%) Ref vanilla: 4.30% Ref SPX
EFTA01401386.pdf
1 mentionEFTA01401386
and higher lOy US swap rates (CMS, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105%/95% Put Spread contingent on lOy USD CMS > atmf+25bps at expiry Notional: Expiry: Offer (mid): Ref vanilla: Ref SPX future: 2115 USD50mm 18 Dec 2015 4.30%
Sponsored
EFTA02501299.pdf
1 mentionEFTA02501299
nd higher 10y US swap rates (CM=, 25bps over its forward level). Indicative transaction terms (as of 06/03/2015): Client buys: OTC SPX 105%/95% Put Spread contingent o= l0y USD CMS > atmf+25bps at expiry Notional: USD50mm EFTA_R1_01628736 EFTA02501299 Expiry: 18 Dec 2015 Offer (mid):
Sponsored
