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On Dec 7, 2015, at 9:19 AM, Ariane Dwyer wrote:
Good morning Rich,
Per your request please find below the details from the trader:
Underlying Spots
.HSCE 9,822.72
.N225 19,749.28
.SPX 2,088.14
STOXX50E 3.379.00
EEM P 33.59
Realized dispersion: - 9.97% (using above spot references)
Indicative bid: 0.60%
Best,
Ari
From: Vahe Stepanian
Sent: Monday, December 07, 2015 8:56 AM
To: Richard Kahn
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield
Subject: RE: Dispersion Call Option [C]
Classification: Confidential
Good morning Rich - yes, I will request from traders and be back to you.
Thank you,
Vahe
From: Richard Kahn
Sent: Monday, December 07, 2015 8:52 AM
To: Vahe Stepanian
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield
Subject: Re: Dispersion Call Option [C]
Can you please have traders provide me with a bid I can present to mr Epstein. Thank
you.
Sent from my iPhone
On Dec 4, 2015, at 1:56 PM, Vahe Stepanian rote:
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0043417
CONFIDENTIAL SDNY_GM_00189601
EFTA01357097