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Re: indication on WTI risk reversals (Richard Kahn, May 31, 2016)
Title Matchefta-efta01375545
Case Filesd-10-EFTA01375545Dept. of JusticeRe: indication on WTI risk reversals (Richard Kahn, May 31, 2016)
May 31, 20161p
Case File
sd-10-EFTA01375545Dept. of JusticeRe: indication on WTI risk reversals (Richard Kahn, May 31, 2016)
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On May 31, 2016, at 11:01 AM, Vahe Stepanian wrote: Classification: Confidential Rich, Please see below refreshed indications - these levels are not tradable. We did not refresh the $50 strikes as they are well in the money now. Further, we heard back from our Credit Risk Management team and they would require40% IA for the below transactions in cash or treasures (i.e. approx. $20mm on 1mm barrels of WTI). Notional: 1mm barrels of WTI WTI futures references: CLU6 ref 50.75, option exp
Date
May 31, 2016
Source
Dept. of Justice
Reference
sd-10-EFTA01375545
Pages
1
Persons
0
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