The document contains indicative transaction terms and market analysis for a financial product involving SPX 90% Put options. It includes a table showing option prices for various scenarios of SPX level changes and USD CMS rate changes. The document also references a Deutsche Bank research report on risk assets and economic stimulus.
documents/vol00010-efta01457184-pdf.pdf
{"key_people":["Daniel Sabba"],"document_type":"tabular","document_subtype":"financial analysis","key_organizations":["Deutsche Bank","Bloomberg"],"reference_numbers":["DB-SDNY-0116603","SDNY_GM_00262787","EFTA01457184"]}