From: "Jeffrey E." <[email protected]> To: Vahe Stepanian , Stewart Oldfield , Richard Kahn , Ariane D er , Paul Morris Cc: Daniel Sabba Subject: Re: FW: Longer Dated EUR Downside (3y structures) [C] Date: Tue, 30 Jun 2015 09:39:43 +0000 great, how about the 6 month 105 and 104. On Mon, Jun 29, 2015 at 5:15 PM, Vahe Stepanian > wrote: Classification: Confidential Jeffrey— per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD spot ref 3m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1660 strike Net premium: zero 6m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1680 strike Net premium: zero Thank you, Vahe I From: Vahe Stepanian Sent: Monday, June 29, 2015 3:38 PM To: Jeffrey Epstein EFTA00852795