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RE: indication on WTI risk reversals ICI (Vahe Stepanian, 6/7/2016)
Title Matchefta-efta01374213
Case Filesd-10-EFTA01374213Dept. of JusticeRE: indication on WTI risk reversals ICI (Vahe Stepanian, 6/7/2016)
June 7, 20161p
Case File
sd-10-EFTA01374213Dept. of JusticeRE: indication on WTI risk reversals ICI (Vahe Stepanian, 6/7/2016)
Email
From: Vahe Stepanian Sent: 6/7/2016 11:23:22 AM To: Richard Kahn CC: Daniel Sabba • Stewart Oldfield Subject: RE: indication on WTI risk reversals ICI Classification: Confidential Rich, Please see below refreshed indications - these levels are not tradable. As previously mentioned, we heard back from our Credit Risk Management team and they would require 40% IA for the below transactions in cash or treasures (i.e. approx. $20mm on 1mm barrels of WTI). Notional: 1mm barrels of WTI
Date
June 7, 2016
Source
Dept. of Justice
Reference
sd-10-EFTA01374213
Pages
1
Persons
0
Integrity
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