The document discusses SPX Implied volatility levels, noting they are close to historical lows. It includes a table of SPX Index volatility values and a chart description comparing volatility from December 2, 2010, to June 2, 2015. The memo is from Daniel Sabba of Deutsche Bank Securities Inc.
doj/DataSet10/EFTA01380926.pdf
{"key_people":["Daniel Sabba"],"document_type":"correspondence","document_subtype":"memo","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0079505","SDNY_GM_00225689","EFTA01380926"]}