Illegal Activity
none
Blackmail
none
Date
2018-11-21
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
Martin Zeman emailed Paul Barrett about a leveraged volswap opportunity at 7.7%, explaining the rationale based on realized volatility and market conditions. The email includes a chart from Bloomberg Finance L.P. illustrating USDCNH realized volatility.
Metadata
- Subject
- Sell ly CM-I leveraged volswap at 7.7%
- Sender
- Martin Zeman
- Recipients
- Paul Barrett
- Document ID
- SDNY_GM_00236583
- Date
- 2018-11-21
Relationships 1
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Martin Zeman | business | Paul Barrett | Martin Zeman sent an email to Paul Barrett regarding a leveraged volswap. |
Notable Quotes 2
Sell ly CM-I leveraged volswap at 7.7%
Back end CNH vol is extremely rich, realized vol has never even been close to that level, even including the 2015 deval, the 2016 funding squeeze or the recent depreciation.
Financial Information
Amounts:7.7%4.4%4-5%8-9%5.5%
Transactions:
- Sell ly CM-I leveraged volswap at 7.7%
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 1
Bloomberg Finance L.P.
Text Analysis
- Tone
- Professional
- Purpose
- To inform Paul Barrett about a leveraged volswap opportunity and explain the rationale behind it.
- Significance
- The email discusses a specific financial transaction and provides analysis of market volatility.
File Info
- File Name
- EFTA01387532.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:02.528526
- DOJ Source
- View on DOJ