1 files changed, 12 insertions, 23 deletions

diff --git a/python/quote_parsing/parse_emails.py b/python/quote_parsing/parse_emails.py
index ddad9e27..1d353ef5 100644
--- a/python/quote_parsing/parse_emails.py
+++ b/python/quote_parsing/parse_emails.py
@@ -22,7 +22,7 @@ def list_imm_dates(date):
     return r
 
 
-def makedf(r, indextype, quote_source, region="US"):
+def makedf(r, indextype, quote_source):
     if indextype in ["IG", "EU", "XO"]:
         cols = [
             "strike",
@@ -48,7 +48,7 @@ def makedf(r, indextype, quote_source, region="US"):
         ]
     if quote_source == "BAML":
         cols.append("gamma")
-    if quote_source == "GS" and region == "US":
+    if quote_source == "GS" and indextype in ("IG", "HY"):
         cols.append("tail")
     df = pd.DataFrame.from_records(r, columns=cols)
     for col in ["delta_rec", "delta_pay", "vol", "price_vol", "gamma", "tail"]:
@@ -713,7 +713,7 @@ def parse_gs_eu_block(fh, indextype):
                     vol,
                 ]
             )
-    return makedf(r, indextype, "GS", "EU"), line
+    return makedf(r, indextype, "GS"), line
 
 
 def parse_gs_eu(fh, index_desc):
@@ -754,39 +754,34 @@ def parse_gs_eu(fh, index_desc):
 regex_dict = {
     re.compile(r"(?:Fwd:){0,2}(?:BofA )?(\D{2})(\d{1,2}).*Ref[^\d]*([\d.]+)"): (
         "BAML",
-        "US",
         parse_baml,
     ),
     re.compile(
         r"[^$]*\${1,2} MS CDX OPTIONS: (IG|HY)(\d{2})[^-]*- REF[^\d]*([\d.]+)"
-    ): ("MS", "US", parse_ms),
+    ): ("MS", parse_ms),
     re.compile(r"(?:Fwd:)?CDX (IG|HY)(\d{2}).*- REF:[^\d]*([\d.]+)"): (
         "NOM",
-        "US",
         parse_nom,
     ),
     re.compile(r"(?:FW: |Fwd: )?GS (IG|HY)(\d{2}) 5y.*- Ref [^\d]*([\d.]+)"): (
         "GS",
-        "US",
         parse_gs,
     ),
     re.compile(r"SG OPTIONS - CDX (IG|HY) S(\d{2}).* REF[^\d]*([\d.]+)"): (
         "SG",
-        "US",
         parse_sg,
     ),
-    re.compile(r"(?:Fwd:)?Citi Options: (IG|HY)(\d{2}) 5Y"): ("CITI", "US", parse_citi),
+    re.compile(r"(?:Fwd:)?Citi Options: (IG|HY)(\d{2}) 5Y"): ("CITI", parse_citi),
     re.compile(
-        r"CS CDX (?P<index>IG|HY)(?P<series>\d{2})_?v?(?P<version>\d)? Options -\s+(?:\d{2}/\d{2}/\d{2}\s+)?Ref = (?P<ref>[\d.]+)[^\d]*"
-    ): ("CS", "US", parse_cs),
-    re.compile(r"CDX OPTIONS RUN: (IG|HY)(\d{2}).*"): ("BNP", "US", parse_bnp),
-    # JPM works on both europe and us so we won't need to make changes
+        r"CS CDX (IG|HY)(\d{2})_?v?(\d)? Options -\s+(?:\d{2}/\d{2}/\d{2}\s+)?Ref = ([\d.]+)[^\d]*"
+    ): ("CS", parse_cs),
+    re.compile(r"CDX OPTIONS RUN: (IG|HY)(\d{2}).*"): ("BNP", parse_bnp),
     re.compile(
         r"JPM (?:CDX|iTrx) Options: (?:CDX|ITRAXX).(IG|HY|XOVER|MAIN) S(\d+) 5Y (?:V2&V1 )?\S+-\S+ \[ref ([\d.]*)\]"
-    ): ("JPM", "USEU", parse_jpm),
+    ): ("JPM", parse_jpm),
     re.compile(
         r"GS Options - iTraxx ([A-Za-z]+)(\d+) 5Y V(\d+) Options Run - Ref ([\d.]+)"
-    ): ("GS", "EU", parse_gs_eu),
+    ): ("GS", parse_gs_eu),
 }
 
 
@@ -806,18 +801,12 @@ def parse_email(email: Path, date_received: datetime.date, conn):
     with email.open("rt") as fh:
         subject = fh.readline().lstrip()
 
-        for regex, (source, region, parse_fun) in regex_dict.items():
+        for regex, (source, parse_fun) in regex_dict.items():
             if (m := regex.match(subject)) :
                 version = None
                 if source in ["CITI", "BNP"]:
                     indextype, series = m.groups()
-                elif source == "CS":
-                    d = m.groupdict()
-                    version = d.get("version")
-                    indextype = d["index"]
-                    series = d["series"]
-                    ref = float(d["ref"])
-                elif source == "GS" and region == "EU":
+                elif source in ("GS", "CS") and len(m.groups()) == 4:
                     indextype, series, version, ref = m.groups()
                     indextype = "XO" if indextype.upper() == "XOVER" else indextype
                 else: