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📄 Extracted Text (295 words)
e an 17 Ad 2015
SOUTHERN FINAN Page 2 Of 3
Request 18
As of 18 Jul
Deutsch* Bank AG
SOUTHERN FINANCIAL, LLC
Ueda - Default Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eft Date Maturity Date BuySell Not.Amt 1 Not.Ccyl Not.Arnt 2 Not.Ccy2 Rate Spread MTM(USD)
SOUTHERN CREDIT BRASOV 13-Jan-2015 1443n-2015 20-Mar-2i0 SELL 10,000.00000 USD 10 000 003 00 USD I CCCC 242 (608,51473)
FINANCIAL. LLC DERNAT rVE-
DEFSWAP
Subtotal ,L"-`:171= ' -`.
Equity • Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date Not.Amt Not.Ccy Quantity Strike Price Spot Pnce Implied Volatility Fair Price MTM(USD)
SOUTI-ERN LN_6' F. -!' mI . CALL 18 .'.:etz./x... :4.156/.0:"•'4) USD (4.1W.CGC) 16000
FINANCIAL LLC
SOUTFERN CALL 27-Jan-2016 3996.62000 Lisp 100.000 38 9662 f. I 1 3 275 327.4590?
FNANCIAL, LLC
Subtotal: 283.029 72
Settlement Not.Ccy Not.Ccy
DealGroupID Counterparty Trade Type Trade Date Maturity Date Date Not.Amt 1 1 Not.Amt 2 2 Long/ Short Option Style Putt Call Strike Price MTM(USD)
SOUTHERN FkuroOpt 12-Aug-2014 12-Aug-2015 14-Aug-2015 75,000.00000 USD (452003.000 03) CM SHORT EUROPEAN PUT 6.1600 (345 77)
FINANCIAL, LLO
SOUTHERN FiEuroOpt 024A-2015 04-Jan-2016 05-Jan-2016 50000000.00 EUR (52.000,CCO 00) USD SHORT EUROPEAN PUT 1.0400 (655,603 ID)
FINANCIAL. LLC
SOUTHERN FzEurcOpt 02-Jul-2015 04-Jan-2016 06-Jat-2016 50000000.00 EUR (58.243,000 00) USD LONG EUROPEAN CALL 1.1640 354090.89
FINANCIAL. LLC
SOUTHERN FiEuroOpt 02-Jul-2015 04-Jan-2016 06.Jan-2016 25000.000.00 EUR (26.250.000 00) LED SHORT EUROPEAN PUT 1.0500 (391.506 43)
FINANCIAL, LLC
SOUTHERN FiEuroOpt 02-J0I.2015 04-Jan-2016 06-Jan-2016 250:0.030 CO EUR (28912.50000) USO LONG EUROPEAN CALL 1.1565 212,783.54
FNANCLAL, LLC
Subtotal: (490.58087)
Statement ID : 182298_20150716_20150717_1
The valuation information set forth in this statement is provided subject lo the terns and conditions set forth in the notes on the cover sheet
c.
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0117600
CONFIDENTIAL SDNY_GM_00263784
EFTA01457891
ℹ️ Document Details
SHA-256
87d3836101912127ce58a309fe8b805d7cd1829feb45a464aad83c7eb6e84287
Bates Number
EFTA01457891
Dataset
DataSet-10
Type
document
Pages
1
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