The email discusses refreshed indications for WTI risk reversals, noting that certain levels are not tradable and that a 40% initial margin is required for transactions. It includes details on WTI futures references and premium neutral risk reversals.
documents/vol00010-efta01370274-pdf.pdf
{"key_people":["Vahe Stepanian","Richard Kahn","Daniel Sabba"],"document_date":"2016-05-31","document_type":"correspondence","key_locations":["New York, NY"],"document_subtype":"email","key_organizations":["HBRK Associates Inc.","Southern Financial"]}