Illegal Activity
none
Blackmail
none
Date
2016-05-20
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:44
Summary
This email from Daniel Sabba to Richard Kahn provides indications for WTI futures references and premium neutral risk reversals, noting that these levels are not tradable until Credit Risk sign off and assessment of potential credit charges. It details various call and put strike prices for different expiration dates.
Metadata
- Subject
- WTI futures references
- Sender
- Daniel Sabba
- Recipients
- Richard Kahn
- Document ID
- DB-SDNY-0095246
- Date
- 2016-05-20
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Daniel Sabba | correspondence | Richard Kahn | Email communication regarding WTI futures references. |
| Southern Financial | business | WTI futures | Southern Financial executes listed look-alike structures through its ISDA related to WTI futures. |
Notable Quotes 3
Please note these are indications — these levels are not tradable. We need Credit Risk sign off, assessment of any potential credit charges and initial amounts before trading.
Any credit charges would impact these indications.
Southern financial buys calls and sells puts for zero net premium.
Financial Information
Amounts:1mm barrels of WTI49.5550.0050.2055455049.755545.905050.45546.5050
Assets:
- WTI futures
- CLUE
- CLZ6
- CLH7
Transactions:
- Premium neutral risk reversals on WTI
- Southern financial buys calls and sells puts for zero net premium.
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
People 2
Organizations 2
HBRK Associates Inc.Southern Financial
Locations 1
New York, NY
Text Analysis
- Tone
- Informative
- Purpose
- To provide indications for WTI futures references and premium neutral risk reversals.
- Significance
- The document provides financial information related to WTI futures and options, including potential credit charges and initial amounts before trading.
File Info
- File Name
- EFTA01390677.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:44:01.256372
- DOJ Source
- View on DOJ