The document outlines two risk reversal transactions involving SOFL buying European EUR puts and selling European EUR calls on EUR/USD with different strike prices and premiums. The transactions are set to expire on December 30, 2015.
documents/vol00010-efta01457794-pdf.pdf
{"document_date":"2015-06-30","document_type":"financial","document_subtype":"Risk Reversal Transaction","key_organizations":["SOFL"],"reference_numbers":["DB-SDNY-0117478","SDNY_GM_00263662","EFTA01457794"]}