📄 Extracted Text (303 words)
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Deere Bank AG
Credit • Dank Swap
Trade ID Counterparty Trade Type Ref. Entity Trade Date Eff. Date Maturity Date BuySell NotAmt 1 Not.Ccyl Not Amt 2 Not.Ccy2 Rate Spread MTM(USD)
07970754M SOUTHERN CDSwapSov BRASOV 13.Jan.2015 1443n-2015 20-Mai-2020 SELL 10 000 000 00 USD 'C. :i:C:=..._1 is::: i cox !in
FINANCIAL LLC
Subtotal
Equity -Option
db Ticket Counterparty Ref. Entity Put/ Call Expiry Date NotAmt Not.Ccy Quantity Strike Price Spot Price Implied Volatility Fair Price MTM(USD)
NY.6I8176 SOUTHERN TIMM N CALL 27..tan.2016 3896.62000 usn 100 003 38 5662 24 840 63 7589 0051 5 13652
FiNANCLAL LLC
Subtotal: 3 li;:t)(,2
FX • Options
Settlement Not.Ccy Not.Ccy
DealGrouND Counterparty Trade Type Trade Date Maturity Date Date NotAmt 1 1 Not.Amt 2 2 Long) Short Option Style Pull Call Strike Price MTM(USD)
497117496, SOUTHERN FkuroOpt 02-Jd-2015 04-Jan-2016 OSJan.2016 50,000,000.00 EUR (52.003.06000) LSD SHORT EUROPEAN PUT 1.0400 "..? P:i: I.
1067233558 FINANCIAL, LLC
49711749W SCUTHERN FiEuroOpt 02412015 04-Jen-2016 Oklan-2016 50,0:0,030.00 EUR (58260.000 OD) USD LONG ELROPEAN CALL 1.1640 6,40736
1037233559 FINANCIAL, LLC
4971269937 SOUTHERN FxEuroOpt 02-M-2015 01-Jan-2016 06Jan•2016 25,000.000.00 EUR (26.250600.00) LSD SHDR7 ELR0PEAN PUT 1.0500 (12,863. :
1037255502 FNANCIAl.. LLC
497126993/ SOUTHERN F,Euro0pt 0241-2015 04-Jan-2016 0E.Wo-2016 25.009000.03 EUR (28.912.50:00) USD LONG EUROPEAN CALL 1.1565 6.052 20
1067255503 FNANCIAI., LLC
Subtotal
Equity -Swap Hybrid
db Ticket Counterparty Ref. Entity Put/ Call E >miry Date Not.Amt Not.Ccy Not. Amt 2 Not.Ccy2 Strike Price MTM(USD)
612676 SOUTHERN TWTR N 01.Feb-2016 t2640CCO 00i USD 25.4000 56,771.26
FIRAfCIAL.LLC
Statement ID: 182298_20151211_20151214_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-0119336
CONFIDENTIAL SDNY_GM_00265520
EFTA01459104
ℹ️ Document Details
SHA-256
cd2a1fa0ce9b786f9cb483b0c1b3a89f56114c77cc5dc165f44b316920967c04
Bates Number
EFTA01459104
Dataset
DataSet-10
Document Type
document
Pages
1
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