From: "Jeffrey E." <[email protected]> To: Paul Morris Subject: Re: EURUSD Risk Reversal Pricing [C] Date: Wed, 01 Jul 2015 19:51:23 +0000 on plane with people talk tomor morning On Wed, Jul 1, 2015 at 9:50 PM, Paul Morris < > wrote: Jeffrey Daniel and Vahe are on the desk if you have a few minutes now? Thx Original Message----- From: Daniel Sabba Sent: Wednesday, July 01, 2015 03:44 PM Eastern Standard Time To: jeffrey E.; Vahe Stepanian Cc: Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: RE: EURUSD Risk Reversal Pricing [C] Classification: Confidential Jeffrey — we understand you are travelling —can we please have a call to discuss this issue? Thanks, Daniel From: Jeffrey E. [mailto:jeevacationegmail.com] Sent: Wednesday, July 01, 2015 11:38 AM To: Vahe Stepanian Cc: Daniel Sabba; Mane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Re: EURUSD Risk Reversal Pricing [CJ please check your prices I have gone to three other banks and yours is the only one with a 141 price on the 104 puts, not one other house has that wide a spread. NOT ONE-- all other show the same bid On Wed, Jul 1, 2015 at 3:53 PM, Vahe Stepanian < > wrote: Classification: Confidential Jeffrey - we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. We provided levels as a spread, and with bid/asks on each leg per your request. Note that if executed as a spread, you would only cross bid/ask once and pay mid premium on the put leg. Pricing as spread: EFTA00852718