SOFL engages in two risk reversal transactions involving buying puts and selling calls on EUR/USD with different strike prices and notional amounts of EUR 100,000,000 each, expiring on 30-Dec-2015. The net premium for both transactions is zero.
documents/vol00010-efta01457798-pdf.pdf
{"key_people":["SOFL"],"document_date":"2015-06-30","document_type":"financial","document_subtype":"Risk Reversal Transaction","reference_numbers":["DB-SDNY-0117482","SDNY_GM_00263666","EFTA01457798"]}