Internal memo discussing long SY call options with a focus on benefiting from the dislocation between interest rates and volatility. Deutsche Bank FX strategists predict USDJPY rates and suggest a 10-year expiry SY call option with specific characteristics and risks.
doj/DataSet10/EFTA01451342.pdf
{"key_people":["Nav Gupta"],"document_type":"correspondence","key_locations":["London, United Kingdom"],"document_subtype":"internal memo","key_organizations":["Deutsche Bank AG","Deutsche Asset & Wealth Management"]}