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efta-01368500DOJ Data Set 10Other

EFTA01368500

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DOJ Data Set 10
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efta-01368500
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EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
Ticker: TWTR Size: 100,000 shares Expiry: 1/27/2016 Spread: 1mL+ 75bps Resets: Monthly Optional Early Termination: Applicable, 3 days (two-way) Commissions: $0.03 per share in and out Initial Strike: commercially reasonable VWAP until today's close European Call options on TWTR: Option Seller: Southern Financial LLC Option Buyer: DB Notional: 100,000 OTC Call Expiry: 1/27/2016 Strike: 100% of TRS Initial Strike Bid: 18.69% Regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel Mobile Email CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0060254 CONFIDENTIAL SDNY_GM_00206438 EFTA01368500

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