EFTA01376784.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
2015-08-17
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
Vahe Stepanian sent an email to Jeffrey E. with trade ideas for shorting Asian currencies, specifically CNH options. The email details indicative pricing for USD/CNH call spreads and references a DB Research note on CNY forecast revisions.
Metadata
Subject
FW: Trade ideas for shorting Asian currencies [C]
Sender
Vahe Stepanian
Recipients
Jeffrey E., Daniel Sabba, Ariane Dwyer, Paul Morris, Stewart Oldfield, Richard Kahn
Document ID
DB-SDNY-0073172
Date
2015-08-17
Relationships 2
Entity 1RelationshipEntity 2Description
Vahe Stepanian Business Jeffrey E. Vahe Stepanian is sending Jeffrey E. trade ideas for shorting Asian currencies.
Vahe Stepanian Business Richard Kahn Vahe Stepanian is following up on Richard Kahn's email about shorting Asian currency.
Notable Quotes 2
Given your CNH maturity last week, we thought it made sense to revisit CNH options.
Initially looked at premium neutral risk reversals, but given USD calls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead.
Financial Information
Amounts:324,500 USD486,000 USD161300 USD428,000 USD794,500 USD-366,500 USD783,500 USD1,216,000 USD-432,500 USD50,000,000 USD
Assets:
  • USD/CNH call spreads
  • Asian currencies
Transactions:
  • SOFL buys Call, sells Call on USD/CNH in a Call Spread
Raw Analysis JSON click to expand
Themes
Financial transactions/money flowBusiness dealings
People 7
Vahe StepanianJeffrey E.Daniel SabbaAriane DwyerPaul MorrisStewart OldfieldRichard Kahn
Organizations 2
DB ResearchSOFL
Locations 4
CNHKRWSGDTWD
Text Analysis
Tone
Professional
Purpose
To provide trade ideas for shorting Asian currencies, specifically CNH options, to Jeffrey E.
Significance
The email discusses potential financial transactions involving significant amounts of money and provides details on indicative pricing for USD/CNH call spreads.
File Info
File Name
EFTA01376784.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43:06.497717
DOJ Source
View on DOJ