Illegal Activity
none
Blackmail
none
Date
2015-02-05
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
Daniel Sabba from Deutsche Bank is informing Jeffrey E. about the negative performance of his short crude vol strategy due to high realized volatility. The email seeks Jeffrey's decision on whether to continue holding the trade, which has moved over 10% down.
Metadata
- Subject
- Fw: short crude vol strategy - follow-up analysis (I)
- Sender
- Paul Morris
- Recipients
- Stewart 0ldfield I
- Document ID
- DB-SDNY-0090134
- Date
- 2015-02-05
Relationships 4
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Daniel Sabba | Business | Jeffrey E. | Daniel Sabba is providing financial analysis to Jeffrey E. regarding a short crude vol strategy. |
| Daniel Sabba | Business | Paul Morris | Daniel Sabba copied Paul Morris on the email to Jeffrey E. |
| Daniel Sabba | Business | Vahe Stepanian | Daniel Sabba copied Vahe Stepanian on the email to Jeffrey E. |
| Daniel Sabba | Business | Richard Kahn | Daniel Sabba copied Richard Kahn on the email to Jeffrey E. |
Notable Quotes 2
We would like to point out this trade has moved over 10% down, and ask you on whether you continue to want to hold it.
The index has lost money basically because realized vol has been much higher than implied
Financial Information
Amounts:-10.84%10%
Assets:
- Crude oil
Transactions:
- Short straddle with daily delta hedging strategy
- WTI moved down over 8% on Wednesday and up 7% on Tuesday
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 1
Deutsche Bank Securities Inc.
Text Analysis
- Tone
- Professional
- Purpose
- To inform Jeffrey E. about the performance of his short crude vol strategy and to inquire whether he wants to continue holding it.
- Significance
- The email discusses a significant loss in a trading strategy and seeks direction from the client.
File Info
- File Name
- EFTA01387457.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:04.278043
- DOJ Source
- View on DOJ