Illegal Activity
none
Blackmail
none
Date
2016-05-31
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Vahe Stepanian sent an email to Richard Kahn and Daniel Sabba providing refreshed indications on WTI risk reversals. The email details specific strike prices, expiration dates, and the required initial assessment (IA) for the transactions.
Metadata
- Subject
- Re: indication on WTI risk reversals
- Sender
- Vahe Stepanian
- Recipients
- Richard Kahn, Daniel Sabba
- Document ID
- DB-SDNY-0078339
- Date
- 2016-05-31
Relationships 3
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Vahe Stepanian | business | Richard Kahn | Vahe Stepanian sent an email to Richard Kahn regarding WTI risk reversals. |
| Vahe Stepanian | business | Daniel Sabba | Vahe Stepanian sent an email to Daniel Sabba regarding WTI risk reversals. |
| Southern Financial | business | ISDA | Structures to be executed through Southern Financial's ISDA. |
Notable Quotes 3
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.
they would require40% IA for the below transactions in cash or treasures (i.e. approx. $20mm on 1mm barrels of WTI).
Financial Information
Amounts:50.7551.6552.005547.0048.9049.8520mm
Assets:
- WTI futures
- cash
- treasures
Transactions:
- Premium neutral risk reversals on WTI
- Southern financial buys calls and sells puts for zero net premium
- 1mm barrels of WTI
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
Organizations 2
Southern FinancialCredit Risk Management team
Text Analysis
- Tone
- Professional
- Purpose
- To provide refreshed indications on WTI risk reversals and inform about the required initial assessment (IA).
- Significance
- The email discusses financial transactions involving WTI futures and risk reversals, including specific strike prices and expiration dates.
File Info
- File Name
- EFTA01380144.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:06.037144
- DOJ Source
- View on DOJ