Illegal Activity
none
Blackmail
none
Date
2014-07-10
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Daniel from Deutsche Bank sends Jeffrey an email detailing the rationale and terms for a SslOs steepener trade, involving a USD lbn notional. The email explains the potential catalysts for steepening and the benefits of purchasing options with limited downside.
Metadata
- Subject
- SslOs steepener trade
- Sender
- Daniel
- Recipients
- Jeffrey
- Document ID
- DB-SDNY-0056701
- Date
- 2014-07-10
Relationships 1
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Daniel | business | Jeffrey | Daniel is providing Jeffrey with information about a potential trade. |
Notable Quotes 2
As discussed, you pay 15bps upfront for an at-the-money-forward (ATMF) CmS option struck at 54.5bps.
The current spot is at 71bps, so it is 16.Sbps above the ATMF strike.
Financial Information
Amounts:USD lbn15bps54.5bps71bps16.Sbps20bps13.5bps
Assets:
- CMS curve cap on SslOs in USD
Transactions:
- Purchase options on USD curve steepness (CMS SslOs ATMF curve caps)
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 3
Deutsche BankFedFOMC
Locations 3
NYEuropeChina
Text Analysis
- Tone
- Professional
- Purpose
- To provide Jeffrey with the rationale and details for a SslOs steepener trade.
- Significance
- The document outlines a potential financial transaction involving a significant amount of money and provides insights into market dynamics.
File Info
- File Name
- EFTA01365708.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:35.852951
- DOJ Source
- View on DOJ