EFTA01379652.pdf

From: Ariane Dwyer Sent: 12/7/2915 9:36:58 AM To: Richard Kahn CC: Daniel Sabb. 1; Paul Morris [ 1; Stewart Oldfield a e epanian Subject: RE: Dispersion Call Option {Cl Hi Rich, yes that is correct. From: Richard Kahn [mailto: Sent: Monday, December 07, 2015 9:23 AM To: Ariane Dwyer Cc: Daniel Sabba; Paul Morris; Stewart Oldfield; Vahe Stepanian Subject: Re: Dispersion Call Option [C] please confirm bid of 0.60% converted to dollars is 24,996 thank you Richard Kahn HBRK Associates Inc. 575 Lexington Avenue 4th Floor New York, NY 10022 On Dec 7, 2015, at 9:19 AM, Ariane Dwyer ‹ > wrote: Good morning Rich, Per your request please find below the details from the trader: Undertying Spots .HSCE 9,822.72 N225 19,749.28 .SPX 2,088.14 STOXXS0E 3,379.00 33.59 Realized dispersion: —9.97% (using above spot references) Indicative bid: 0.60% Best, Ari From: Vahe Stepanian Sent: Monday, December 07, 2015 8:56 AM To: Richard Kahn CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0077289 CONFIDENTIAL SDNY_GM_00223473 EFTA01379652