Daniel Sabba from Deutsche Bank Securities Inc discusses indicative transaction terms for a smaller size EUR 25mm delta. The terms include a 5-year EURUSD premium neutral risk reversal, a short EURUSD 1bn 5-year forward, and 1-year EUR puts. The pricing for the smaller size is better, and Daniel seeks advice on how to proceed.
documents/vol00010-efta01367644-pdf.pdf
{"key_people":["Daniel Sabba"],"document_type":"correspondence","document_subtype":"email","key_organizations":["Deutsche Bank Securities Inc"]}