Southern Financial engages in premium neutral risk reversals on WTI, buying calls and selling puts for zero net premium. These are executed through Southern Financial's ISDA with various option expirations and strike prices.
doj/DataSet10/EFTA01384440.pdf
{"key_people":["Daniel Sabba"],"document_type":"financial","document_subtype":"options trading","key_organizations":["Southern Financial","Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0084623","SDNY_GM_00230807","EFTA01384440"]}