Cc: Paul Morris, Daniel Sabba/db , vahe
Stepanian/ b
Date: 10/10/2014 10:33 AM
Subject: S&P risk reversals.... [C]
classification: confidential
Good Morning Jeffrey -
S&P listed options indicative levels below. If you have an upside view on US
big caps, consider a risk reversal.
Example: 1895p/1925c SPX November risk reversal +50.20 premium collected,
offer side (Bloomberg) ref: 1917.01
Example: 186p/193c SPY march risk reversal +50.02 premium collected, offer
side (Bloomberg) ref: 191.53
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Tazia Smith
Director I Key Client Partners - US
DB Securities Inc
Deutsche Asset & wealth Management
345 Park Avenue 10154-0004 New York, NY, USA
Tel.
Fax
Mobi e
Email
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