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Case File
sd-10-EFTA01380144Dept. of Justice

Re: indication on WTI risk reversals (Richard Kahn [MAO, May 31, 2011)

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On May 31, 2016, at 11:01 AM, Vahe Stepanian vallEMIMIM 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,

Date
May 31, 2011
Source
Dept. of Justice
Reference
sd-10-EFTA01380144
Pages
1
Persons
0
Integrity
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