Illegal Activity
none
Blackmail
none
Date
2017-12-07
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
This email exchange discusses indicative rates, collateral, and settlement options for swaptions and swaps. Xavier Avila provides information on vanilla swaps and IA for correlation swaps to Paul Barrett and Martin Zeman.
Metadata
- Subject
- RE: Indicative R/R on 10Y US rates
- Sender
- Xavier Avila
- Recipients
- Paul Barrett, Martin Zeman
- Document ID
- —
- Date
- 2017-12-07
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Xavier Avila | Employment | MEM | Xavier Avila is a Managing Director at MEM. |
| Paul Barrett | Employment | Alpha Group Capital LLC | Paul Barrett works at Alpha Group Capital LLC. |
Notable Quotes 2
Do you plan to cash settle the swaptions or get delivered?
What is the collateral on the short leg?
Financial Information
Amounts:10mm0.32%0.30%1.07%0.7075%0.6875%2%5%10%
Transactions:
- Client buy 6m10y 2.5 payers 10mm
- Client sells 6m10y 2.2 receivers 10mm
- Vanilla swaps are between 2 and I would say 5% max on 5-10yrs
- IA for the corr swaps are 10% of notional or 10 corr points
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 2
MEMAlpha Group Capital LLC
Locations 3
New YorkNY142 W 57 h Street, 11.1' Floor, New York, NY 10019
Text Analysis
- Tone
- Professional
- Purpose
- The email discusses indicative rates and collateral for swaptions and swaps.
- Significance
- The email provides information on financial transactions and rates for swaps and swaptions.
File Info
- File Name
- EFTA01387225.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:04.462908
- DOJ Source
- View on DOJ