EFTA Document EFTA01373272

VVTI futures references: CLU6 ref 50.90, option exp 17Aug16 CLZ6 ref 51.75, option exp 16Nov16 CLH7 ref 52.15, option exp 15Feb17 Risk reversals on WTI - Indications Southern financial buys calls and sells puts. Indications below are bid/ask per barrel on structure. These are listed look-alike structures to be executed through Southern Financial's ISDA. option exp 17Aug16 Future reference: CLU6 Call strike: 55 Put strike: 45 CLU6 55/45 fence 0.24/0.54 option exp 16Nov16 Future refer