Illegal Activity
none
Blackmail
none
Date
2017-12-07
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
This email exchange discusses indicative rates for swaptions and swaps, including details on collateral, settlement options, and pricing. Martin Zeman from Deutsche Bank provides the rates to Paul Barrett, who inquires about the collateral.
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 4
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Xavier Avila | business | Paul Barrett | Xavier Avila is responding to Paul Barrett's question about collateral on a short leg. |
| Martin Zeman | business | Paul Barrett | Martin Zeman provides indicative rates options prices to Paul Barrett. |
| Martin Zeman | employment | Deutsche Bank Wealth Management | Martin Zeman is a Director at Deutsche Bank Wealth Management. |
| Paul Barrett | employment | Alpha Group Capital LLC | Paul Barrett works at Alpha Group Capital LLC. |
Notable Quotes 3
Do you plan to cash settle the swaptions or get delivered?
What is the collateral on the short leg?
Here are the indicative rates options prices. I haven't marked up anything so let's talk about it.
Financial Information
Amounts:10mm10mm10mm10mm2.52.22.42.22.393%
Transactions:
- Client buy 6mlOy 2.5 payers 10mm
- Client sells 6mlOy 2.2 receivers 10mm
- Client buys 6mlOy 2.4 payers 10mm
- Client sells 6mlOy 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 dealingsCommunications/correspondence
Organizations 4
Alpha Group Capital LLCDeutsche BankDB Securities IncFINRA
Locations 6
New YorkNYUSANew York, NY, USA142 W 57th Street, 11th Floor, New York, NY 10019345 Park Avenue, 10154-0004 New York, NY, USA
Financial Entities 1
Deutsche Bank Wealth Management
Text Analysis
- Tone
- Professional
- Purpose
- To provide indicative rates options prices and answer questions about collateral and settlement.
- Significance
- This email discusses financial transactions involving swaptions and swaps, providing insight into the rates and collateral involved.
File Info
- File Name
- EFTA01434969.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:22.433504
- DOJ Source
- View on DOJ