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Deutsche Bank account statement (September 4 2015)
Title Matchefta-efta01361309
Case Filesd-10-EFTA01361309Dept. of JusticeDeutsche Bank account statement (September 4 2015)
September 4, 20151p
Case File
sd-10-EFTA01361309Dept. of JusticeDeutsche Bank account statement (September 4 2015)
Financial Record
Indicative Transaction Terms: Investor buys: 5s10s USD CMS curve floors Expiry: 6 months Strike: ATMF (56bps) Notional $100mm Offer: 10bps (mid 8bps) Terminal Payout: Notional x max (Strike - terminal 5s10s spread,0) Ref. 5s10s Forward: 55 bps Source for graphs: DB Markets Research US Fixed Income Weekly, September 4 2015 and Bloomberg. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. All trade execution information contained herein is being provided as an
Date
September 4, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01361309
Pages
1
Persons
0
Integrity
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