Illegal Activity
none
Blackmail
none
Date
2015-06-29
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
Daniel Sabba sends an email to Jeffrey E. discussing an idea on long dated EUR downside and digital risk reversals. Jeffrey E. responds asking about six-month and one-year levels.
Metadata
- Subject
- RE: Longer Dated EUR Downside (3y structures) [C]
- Sender
- Daniel Sabba
- Recipients
- Jeffrey E.
- Document ID
- DB-SDNY-0060244
- Date
- 2015-06-29
Relationships 1
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Daniel Sabba | business | Jeffrey E. | Email correspondence regarding EUR downside structures |
Notable Quotes 2
We wanted to flag an idea on long dated EUR downside. Digital Risk Reversals benefit from the high forwards, along with elevated levels of vols and skew.
what do six month levels look like and one year
Financial Information
Amounts:1.1125 EURUSD+485 3y swap points1.07501.31751.2300
Transactions:
- 3y 1.0750 / 1.3175 Digital risk reversal (zero net premium)
- Client buys 3y Digital put struck at 1.0750, European observation
- Client sells 3y Digital call struck at 1.3175, European observation
- 3y structure, 1.0750 / 1.2300 vanilla reversal is zero net premium
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
People 3
Text Analysis
- Tone
- Professional
- Purpose
- To discuss and present an idea on long dated EUR downside and digital risk reversals.
- Significance
- The email discusses financial strategies and potential investment opportunities. It shows Jeffrey Epstein's involvement in financial discussions.
File Info
- File Name
- EFTA01368494.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:24.999654
- DOJ Source
- View on DOJ