EFTA02513495.pdf
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From: Daniel Sabba
Sent: Monday, January 12, 2015 10:49 PM
To: [email protected]
Subject: Re: [C]
Classification: Confidential
Jeffrey, per our chat:
Brazil CDS Markets:
ly 93 / 111
2y 130 / 148
3y 147 / 165
Sy 210 / 214 - this means you would purchase protection for 214bps per year for 5 years (payment streams below).
Brazil CDS history:
CDS Valuation:
Let's walk through this CDS valuation when you have a second.
Thank you,
Daniel
From: "Jeffrey E." <[email protected]>
To: Daniel Sabba/db/dbcom@DBAMERICAS,
Date: 01/12/2015 05:26 PM
Subject:
short latin america?
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EFTA02513496
ℹ️ Document Details
SHA-256
5815710668b6eb7d6cffab7f616244be09412aaa72dd0039f648b22c6906f2bc
Bates Number
EFTA02513495
Dataset
DataSet-11
Type
document
Pages
2
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