EFTA01386986.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
2017-09-22
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Xavier Avila responds to Paul Barrett and Martin Zeman's inquiry about FX trade ideas, specifically USDJPY FVA. He explains the details of FVA, Vol Swaps, and Corr Swaps, and mentions the need for an ISDA agreement.
Metadata
Subject
RE: (fl FX Trade idea: Time to buy USDJPY FVA? [CI
Sender
Xavier Avila
Recipients
Paul Barrett, Martin Zeman
Document ID
DB-SDNY-0088968
Date
2017-09-22
Relationships 2
Entity 1RelationshipEntity 2Description
Xavier Avila business Paul Barrett Xavier Avila is responding to Paul Barrett's inquiry about FX trade ideas.
Xavier Avila business Martin Zeman Xavier Avila is responding to Martin Zeman's inquiry about FX trade ideas.
Notable Quotes 2
FVA is typically a forward delivered FX straddle, you buy (or sell) the fwd straddle at the preagreed spot price today.
In FX literally there are very few things we cannot do in vol and con space with very reasonable bid offers.
Financial Information
Transactions:
  • FX Trade
  • buy USDJPY FVA
  • forward delivered FX straddle
  • Vol swaps
  • Corr Swaps
  • FX options contingent on vol knock outs
  • FVA
  • Vol Swaps
  • Con Swaps contingent on delta (multi currency) knock outs
Raw Analysis JSON click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
People 7
Xavier AvilaPaul BarrettMartin ZemanVahe StepanianStewart OldfieldDavide-A SferrazzaJoshua Shoshan
Organizations 1
DB
Text Analysis
Tone
Professional
Purpose
To clarify how DB looks at FX trades and to explain the details of FVA, Vol Swaps, and Corr Swaps.
Significance
This email provides insight into the types of FX trades that DB engages in and the requirements for participating in these trades.
File Info
File Name
EFTA01386986.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41:24.182723
DOJ Source
View on DOJ