EFTA01453352.pdf

DataSet-10 1 page 110 words document
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Subject: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C] Classification: Confidential Jeffrey - As discussed, today you executed the following: underlying: Jun14 WTI Bloomberg code: cLM4 <comdty> RMS Counterparty code: SOFL SOFL buys $101 call SOFL sells $93.5 put Premium: Zero Notional: 100,000 bbls on each leg Both legs knock out if on any day COI fixes below $20/bbl. Initial Margin = 13% Tazia Smith Director Key Client Partners - US Deutsche Bank Securities, Inc. Deutsche Asset & wealth Management 345 Park Avenue - 26th Floor New York NY 10154 Tel: Mobile: Fax: E-mail: CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110902 CONFIDENTIAL SDNY_GM_00257086 EFTA01453352
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99f399fa923c40273773b1e96581097cab1b958c9389da4b4859e070080c522a
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EFTA01453352
Dataset
DataSet-10
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document
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1

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