Re: Trade Recap - 4/2/2015 - DB Commodity WTI Short Volatility II Index [C (Vahe Stepanian, April 06, 2015)EFTA Document EFTA01457135
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EFTA Document EFTA01457134
Title Matchefta-efta01457134
Case Filesd-10-EFTA01457134Dept. of JusticeEFTA Document EFTA01457134
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Case File
sd-10-EFTA01457134Dept. of JusticeEFTA Document EFTA01457134
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Settlements: T+2 Notional: $10,000,000 IA: $500,000 paid by SOFL on 14-Jan-2015. Up to 1.5% fees charged on exit under normal circumstances, irrespective of whether the exit is on scheduled Expiry Date or earlier Strike: Underlying closing level on Effective Date Cash flows: On each reset date: Buyer receives: Notional / Strike (Index closing level on reset date - Index closing level on previous reset date) For the first reset date, Index closing level on previous reset date Strik
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Dept. of Justice
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sd-10-EFTA01457134
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