📄 Extracted Text (295 words)
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ILIISMINSE.- - "IMISAIllae
Doubts MSc AO
SOUTHERN FINANCIAL, LLC
trodlt •Debut Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Arnt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread 1,ITM(USD)
C7970754M SOUTHERN CREDIT BRASOV 13.Jan-2015 144an-2015 20-Mar-2u SELL *00000000 USD 10033 003 00 USD I CCCC 312
FINANCIAL. LLC DERNATrVE-
DEFSWAP
Subtotal
Equity - Option
db Ticket Counterparty Ref. Enbty Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price tITM(USD)
114518753 SOUTHERN LN_6187538ii CALL 180ec-2015 :4.166.TfX 'CI, USD (4.1868(C) 1 0000
FNANCtAL LLC
NY618175 SOUTHERN CALL 27.Jan-2016 3896620 CO .3sri 100.030 389662 270407 IT Ir... I 0 809 8085392
FINANCIAL. LLC
Subtotal' 9 P.!. !".,
FX • Options
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not Amt 1 I NotAmt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USO)
412822243/ SOUTHERN FkuroOpl 12-Mg-2014 12-Aug-2015 14-Aug-2015 7500000000 USD (4629D3.000 D3) CM SHORT EURCPEAN PUT 6.1600 000
834462395 FINANCIAL, LLC
497117498/ SOUTHERN FiEuroOpt 02Ju1.2015 04-Jan-2016 OS-Jan-2016 50.000.030.00 EUR (52.003060 00) USD SHORT EUROPEAN PUT 1.0400 (4842.B IS)
1037233558 FINANCIA1..LLC
497117498/ SOUTHERN F,EuruCpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58243,000 00) USD LONG EUROPEAN CALL 1.1640 309868.66
1037233559 FINANCIAL, LW
497125993/ SOUTHERN FiEuroOpt 02-Jal-2015 04-Jan-2016 064art-2016 25000.000.00 EUR (26.250.00) 00) LED SHORT EUROPEAN PUT 1.0500 (295.15195)
1037255502 FINANCIAL, LLC
497126993l SOUTHERN FiEuroOpt 02-3JI-2015 04-Jan-2016 06-Jan-2016 25000.000.00 EUR (28$12.50000) USD LONG EUROPEAN CALL 1.1565 187.123.59
1037255503 FINANCIAL, LLC
Subbtal: (283.39286)
Statement ID : 182298_20150807_20150810_1
The valuation Information set forth in this statement Is provided subject b the berms and conditions set forth in the notes on the cover sheet
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117812
CONFIDENTIAL SDNY_GM_00263996
EFTA01458046
ℹ️ Document Details
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872c408d2585efc16a83069a115022025a309b9e463f5d6d5067847d3623c0bc
Bates Number
EFTA01458046
Dataset
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Document Type
document
Pages
1