EFTA01457673.pdf
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📄 Extracted Text (303 words)
:71-Irtarrmyri:Tr7itcrof..-37:_717,- 17 Jm 2015
Page 2 Of 3
ika""SWASS
Deutsche Bank AG
SOUTHERN FINANCIAL, LLC
erode - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Elf Date Maturity Date BuySell NotAmt 1 Not.Ccy1 Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 14..bn.2015 ahlar.X.)20 SELL 10 000 000 00 USD 10030 COD 00 IJSLI I CCCC 213
FINANCIAL, LLC DERNATIVE-
DEFSWAP
Subtotal
&AIRY • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Coy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
SOUTFERN Ltl_618753Bu CALL II .2,c 23 :41.166.00_I 00:: USD (4.166W 1(X00 (6464421)
FINANCIAL LLC
SOUTI-ERN CALL 27..Jan..2016 3896.62000 _SD 100000 38 9662 34820' 3.106 316594 49
FINANCIAL. LLC
Subtotal C:',..:115
FX- Options
Settlement Not.Ccy Not.Ccy
Illi ID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Put/ Call Strike Price MTM(USD)
SOUTHERN F i.ErtOot 12.Aug.2014 12-Aug.2015 14-Aug-2015 75,000,00000 USD (462.rA-O.0O3 03) CAN SHORT ELRCPEAN PUT 6.1600 026%86)
FINANCIAL LLC
Subtotal
_ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ _ __ __ __.
Equity -Swap Hybdd
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not Ccy Not.Amt 2 Not.Ccy2 Stoke Price MTM(USD)
SOUTHERN TWTRN 1,1) 44,7.". 6 13.641.0X 00i 091'. 36 4100 160 511 42
FINANCIAL, LLC
Subtotal 160 511 42
Statement I I
The valuation information set forth in this statement is provided subject to the terms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117311
CONFIDENTIAL SDNY_GM_00263495
EFTA01457673
ℹ️ Document Details
SHA-256
1fb503fa05082a98ae5d03af59866598e0e25d9a0a852ef4bef4d3588eef2f17
Bates Number
EFTA01457673
Dataset
DataSet-10
Type
document
Pages
1
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