The document outlines a risk reversal trading strategy involving the purchase of a put and the sale of a call on EUR/USD by SOFL. It details two scenarios with different strike prices and premiums, both resulting in a net premium of zero.
documents/vol00010-efta01457791-pdf.pdf
{"document_date":"2015-06-30","document_type":"financial","document_subtype":"Risk Reversal Trading Document","key_organizations":["SOFL"],"reference_numbers":["DB-SDNY-0117474","SDNY_GM_00263658","EFTA01457791"]}