EFTA01458167.pdf
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Swap Seller: DB
Swap Buyer: Southern Financial LLC
Ticker: TWTR
Size: 100,000 shares
Expiry: 1/27/2016
Spread: 1mL+ 75bps
Resets: Monthly
Optional Early Termination: Applicable, 3 days (two-way)
Commissions: $0.03 per share in and out
Initial Strike: $38.9662 (Gross) / $38.9962(Net)
European Call options on TWTR:
Option Seller: Southern Financial LLC
Option Buyer: DB
Shares: 100,000
Notional: $3,896,620.00
Type: Call
Style: European
Expiry: 1/27/2016
Strike $38.9662
Premium client receives: $728,278.28 (18.69%)
Best,
Ari
Ariane Dwyer
Analyst I Key Client Partners - US
Deutsche Bank Securities Inc
Deutsche Asset & Wealth Management
345 Park Avenue, 26
New
Tel.
Email
Pagyio-Kfcr Peep:fon
This communication may contain confidential and/or privileged information. If you are not the intended
recipient (or have received this communication in error) please notify the sender immediately and
destroy this communication. Any unauthorized copying, disclosure or distribution of the material in
this communication is strictly forbidden.
Deutsche Bank does not render legal or tax advice, and the information contained in this
communication should not be regarded as such.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 117966
CONFIDENTIAL SDNY_GM_00264150
EFTA01458167
ℹ️ Document Details
SHA-256
7dc5a85912ae8661ccfbfee8684cbe42e5e2dfa16c553f9bb8deb8934d31de8c
Bates Number
EFTA01458167
Dataset
DataSet-10
Type
document
Pages
1
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