Discussion on long expiry call options to benefit from dislocation between interest rates and volatility. Deutsche Bank FX Strategists predict USDJPY rates and suggest a 10-year expiry $Y call option with specific characteristics and risks.
doj/DataSet10/EFTA01451414.pdf
{"title":"Long SY Call Options","key_people":["Nav Gupta"],"document_date":"2014-01-10","document_type":"correspondence","key_organizations":["Deutsche Bank"],"reference_numbers":["DB-SDNY-0107999","SDNY_GM_00254183","EFTA01451414"]}