Daniel Sabba from Deutsche Bank Securities Inc. discusses non-tradable indications for WTI futures and options, requiring credit risk sign-off and assessment of potential credit charges. The correspondence includes details on premium neutral risk reversals on WTI to be executed through Southern Financial's ISDA.
documents/vol00010-efta01370275-pdf.pdf
{"key_people":["Daniel Sabba"],"document_date":"2016-05-20","document_type":"correspondence","key_organizations":["Deutsche Bank Securities Inc.","Southern Financial"],"reference_numbers":["DB-SDNY-0062943","SDNY_GM_00209127","EFTA01370275"]}