📄 Extracted Text (291 words)
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SOUTHERN FINANCIAL, LL Page 2 Of 3
Request 182298
As of 21 Sep 15
Deutsche Bank 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.Ccy1 Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
C79707544 SOUTHERN CDSwapSay BRASOV I 1.Jan.2015 14.44m-2015 20.Ma,.2020 SELL 10 000 000 00 USD 'C. :i..i:. 10:1:(1 IS:i I CO:C C12 I ;
FINANCIAL LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NoLAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
Lt46I8753 SOUTHERN '11_618753BU CALL 18-Dec.2015 ;4 IF+3.1.t a3) USD (4,i6G.0001 10000 (44,9661:6)
FrIANCIAL LW
NY-618176 SOUTHERN TWIR N CALL 27-Jan-2016 3696,62000 ugg 100.000 389662 27.3800 49 7519 0539 5387783
FINANCIAL, LLC
Subtotal: 8.912 77
EX • Options
Settlement Not.Ccy Not.Ccy
DealGroup1D 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)
497117498i SOUTHERN FiEuroOpt 02-14.2015 04-Jan-2016 06-Jan-2016 50000000.00 EUR (52.000,000 00) USD SHORT ELRCPEAN PUT 1.0400 (212.478%)
1037233558 FINANCIAL, LW
497117498E SCUTHERN FtEuro0pl 0241-2015 04-Jan
-2016 0SJan-2016 50030.000 03 EUR (58:200.00000) USD LONG ELRCPEAN CALL 1.1640 452,13207
1037233559 FINANCIAL, LLC
497126993/ SOUTHERN FiEuroOpt 02•AII•2015 04-Jan-2016 06-Jan-2016 25.000.000.00 EVR (26.250.04X100) USD SHORT ELRCPEAN PVT 1.050D (13360469)
1037255502 FINANCLN.,11C
497126993/ SOUTHERN F1Euro0pt 0241.2015 04-Jan-2016 06-Jan-2016 25000030.00 EUR (26.9€2.50).00) USD LONG ELRCPEAN CALL 1.1565 215.56292
1037255503 FINANCIAL. LW
Subtotal: 38L611 41
Statement ID : 182298_2015092120150922_1
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-0118296
CONFIDENTIAL SDNY_GM_00264480
EFTA01458401
ℹ️ Document Details
SHA-256
36925c8a132e7d5288fbb80d9c744ade8d4db77ab952d6e10b0fbfca1af184da
Bates Number
EFTA01458401
Dataset
DataSet-10
Document Type
document
Pages
1
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