The correspondence discusses S&P listed options indicative levels and suggests considering a risk reversal if there is an upside view on US big caps. Examples of risk reversals with premium collected are provided.
documents/vol00010-efta01462264-pdf.pdf
{"title":"S&P risk reversals","key_people":["Jeffrey","Tazia Smith"],"document_date":"2014-10-10","document_type":"correspondence","key_locations":["345 Park Avenue, New York, NY, USA"],"key_organizations":["DB Securities Inc","Deutsche Asset & Wealth Management"]}