Illegal Activity
none
Blackmail
none
Date
2016-06-07
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Vahe Stepanian sends Richard Kahn refreshed indications on WTI risk reversals, noting that the levels are not tradable and that the Credit Risk Management team requires a 40% Initial Assessment in cash or treasures. The email details notional amounts, WTI futures references, and risk reversal indications for different expiration dates.
Metadata
- Subject
- RE: indication on WTI risk reversals ICI
- Sender
- Vahe Stepanian
- Recipients
- Richard Kahn
- Document ID
- —
- Date
- 2016-06-07
Relationships 4
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Vahe Stepanian | email correspondence | Richard Kahn | Vahe Stepanian is sending Richard Kahn information regarding WTI risk reversals. |
| Vahe Stepanian | email CC | Daniel Sabba | Daniel Sabba is CC'd on the email. |
| Vahe Stepanian | email CC | Stewart Oldfield | Stewart Oldfield is CC'd on the email. |
| Southern Financial | business | ISDA | Structures to be executed through Southern Financial's ISDA. |
Notable Quotes 2
these levels are not tradable
they would require 40% IA for the below transactions in cash or treasures (i.e. approx. $20mm on 1mm barrels of WTI)
Financial Information
Amounts:20mm1mm0.240.541.001.361.581.94
Assets:
- WTI futures
- cash
- treasures
Transactions:
- WTI risk reversals
- Southern financial buys calls and sells puts
- CLU6 55/45 fence 0.24/0.54
- CLZ6 55/45 fence 1.00/1.36
- CLH7 55/45 fence 1.58/1.94
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 3
ICICredit Risk Management teamSouthern Financial
Text Analysis
- Tone
- Professional
- Purpose
- To provide refreshed indications on WTI risk reversals and inform about the required Initial Assessment (IA).
- Significance
- The email provides information on financial transactions involving WTI futures and risk reversals, including the required IA for these transactions.
File Info
- File Name
- EFTA01374213.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:15.228004
- DOJ Source
- View on DOJ