From: Paul Morris I
Sent: 7/1/2015 8:28:51 AM
To: Vahe Stepanian
Subject: RE: Longer Dated EUR Downside (3y structures) [CI
Thanks
---Original Message---
From: Vahe Stepanian
Sent: Tuesday, June 30, 2015 05:13 PM Eastern Standard Time
To: Jeffrey E.
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield
Subject: RE: Longer Dated EUR Downside (3y structures) [C]
Classification: Confidential
Jeffrey — we will be back first thing in the morning (NY time) with live levels.
We will include bid/asks for both sides.
Thank you,
Vahe
From: jeffrey E. [mailto:jeevacation@gmail.coml
Sent: Tuesday, June 30, 2015 3:22 PM
To: Paul Morris; Daniel Sabba
Subject: Re: Longer Dated EUR Downside (3y structures) [C]
please provide bids and ask for both sides. thanks, just landed in paris
On Tue, Jun 30, 2015 at 7:27 PM, Paul Morris e > wrote:
Jeffrey are you available to talk with the team? Thx
---Original Message----
From: Vahe Stepanian
Sent: Tuesday, June 30, 2015 09:18 AM Eastern Standard Time
To: jeffrey E.
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn
Subject: RE: FW: Longer Dated EUR Downside (3y structures) [C]
Classification: Confider:Sal
Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR
100mm notional.
1.1220 EURUSD spot ref
1) Expiry 6m
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117434
CONFIDENTIAL SONY GM_00263618
EFTA01457762