RE: indication on WTI risk reversals [CI (Richard Kahn [mailto, June 06, 2016)EFTA Document EFTA01373601
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EFTA Document EFTA01373600
Title Matchefta-efta01373600
Case Filesd-10-EFTA01373600Dept. of JusticeEFTA Document EFTA01373600
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Case File
sd-10-EFTA01373600Dept. of JusticeEFTA Document EFTA01373600
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CLZ6 ref 50.00, option exp 16Nov16 CLH7 ref 50.20, option exp 15Feb17 Premium neutral risk reversals on WTI - Indications Southern financial buys calls and sells puts for zero net premium. These are listed look-alike structures to be executed through Southern Financial's ISDA. option exp 17Aug16 Future reference: CLU6 Call strike: 55 Put strike: 45 Call strike: 50 Put strike: 49.75 option exp 16Nov16 Future reference: CLZ6 Call strike: 55 Put strike: 45.90 Call strike: 50 Put st
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Dept. of Justice
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sd-10-EFTA01373600
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