The document provides indications for premium neutral risk reversals on WTI futures, requiring Credit Risk sign off and assessment of potential credit charges before trading. It includes notional details and option expiration dates with call and put strike prices for different future references.
doj/DataSet10/EFTA01374214.pdf
{"key_people":["Daniel Sabba"],"document_type":"correspondence","document_subtype":"memo","key_organizations":["Deutsche Bank Securities Inc.","Southern Financial"],"reference_numbers":["DB-SDNY-0068794","SDNY_GM_00214978","EFTA01374214"]}