📄 Extracted Text (263 words)
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Page 2 Of 3
Deutsche Sank AG
SOUTHERN FINANCIAL, LLC
Credit • Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date SuySell Not. Amt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread LITM(USD)
SOUTHERN CDSwapSov BRASOV 11,Ian-2015 14,bn-2015 20-Mai-2020 SELL la 00D 000 00 USD 'C. 1i1.i... 1O:1:(1 IS:i I CO:C 412
FINANCIAL LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
SOUTHERN Lf1_618753BU CALL 18-Dec-2015 :4 IF/3.M: DS) USD (4,166.0001 10000 Rdi5.15)
FtlANCIAL LW
SOUTHERN TWIR N CALL 27-Jan-2016 3856,62000 USD 100.000 38 9662 25.9003 53 2531 0.050 5.03702
FINANCIAL, LLC
Subtotal (55.778 13;
FX • Opdons
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long/ Shod Option Style Put/ Call Strike Price MTM(USD)
SCUTHERN FiEuroOpt 02-Ju1.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000.000 00) USD SHORT ELRCPEAN PUT 1.0400 (69.697&)
FHANCIAL,L1C
SOUTIERN REuroOpl 02-.Ad-2015 04-Jan.2016 064an-2016 50.000.000.00 EUR (58:200.00000) USD LONG EURCPEAN CALL 1.1640 12.16535
FINANCAL,LLC
SOUTIERN FxEuroOpt 02Ju1.2015 04-Jan-2016 06-Jan-2016 25.00003060 EVR (26.2Ki600 00) USD SHORT ELRCPEAN PVT 1.0500 $174379)
FINANCRI., LLC
SOUTHERN MuroOpt 02-Jul-2015 04-Jan-2016 06-Jari-2016 25.000030.00 EUR (269€2.500.00) USD LONG ELRCPEAN CALL 1.1565 9.57765
FRANCK, LLC
Subtotal. I I : ,...4 ,;::
Statement ID:
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-0119035
CONFIDENTIAL SDNY_GM_00265219
EFTA01458907
ℹ️ Document Details
SHA-256
22ac238fb46a5f27064862cffe33f2dbff4cf6e6f8fce818f4abdcbe552ca242
Bates Number
EFTA01458907
Dataset
DataSet-10
Document Type
document
Pages
1
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