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efta-efta01456398DOJ Data Set 10CorrespondenceEFTA Document EFTA01456398
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DOJ Data Set 10
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Deutsche Bank AG, London Branch
'lei insbeet
I. General Terms
Party A:
Party B:
Trade Date:
Effective Date:
Termination Date:
Notional Amount
Reference Index:
Index Sponsor.
Reference Page:
Index Strike:
Index Fee:
Business Days:
Businm Day Convention:
Initial Margin:
2. Tens of Swap
Parts. A Index Roadie
Amounts
Floating Rate Payer:
Party A Floating Rate
Payer Calculation Amount:
Party A Floating Rate
Payer Payment Date(s):
Party A Floating Amount:
Party B Index Floating
Amounts
Floating Rate Payer:
Party B Floating Rate
Payer Calculation Amount:
Party B Floating Rate
Payer Payment Date(s):
Party B Floating Amount:
Bid/Offer Cost
Index Currency:
Initial Index Value:
Final Index Value:
Index Closing Value:
Calculation Period:
13 January 2015
Commodity Index Swap
Deutsche Bank AG, London
Southern Financial LLC
13 Jennie,' 2015
13 January 2015
13 January 2016
USD 10.000.000
db WTI Short Volatility II USD Index
Deutsche Bank AG. London
Bloomberg ticker: DBCMWSV2 <Index>
255.8709
0% per annum
Any day where banks arc open for general business in London and New York City
Modified Following. (which shall apply to any date referral to herein that falls on a day that is not a Business
Day)
USD 500,000; to be pledged by Party Bon 14 January 2015.
Party A
For each Calculation Period, an amount equal to the product of Notional Amount multiplied by the Initial
Index Value that applies to such Calculation Period divided by Index Strike.
For each Calculation Period, IWO Business Days after each Periodic Index Fixing Date falling at the end of
such Calculation Period.
An amount determined by the Calculation Agent with respect to each Calculation Paled, equal to the product
of Party A Floating Rate Payer Calculation Amount and Final Index Value / Initial Index Value )
Party 13
For each Calculation Period, an amount equal to the product of Notional Amount multiplied by the Initial
Index Value that applies to such Calculation Period divided by Index Strike.
For each Calculation Period, tuo Business Days after each Periodic Index Fixing Date falling at the end of
such Calculation Period.
An amount damnified by the Calculation Agent with i‘spat to each Calculation Period, equal to the product
of Party LI Floating Rate Payer Calculation Amount and ( 1 + Bid/Offer Cog )
Will be determined by the Calculation Agent on the Termination Date or on the Optional Early Termination
Date and will be between 1.00-1.50% under normal market circumstances. The Bid/Offer Cost only applies to
the last Calculation Period. which ends on the Termination Date or on the Optional Early termination Date. It
is zero for all other Calculation Periods. In case of an Early Termination Option exercised by Party A, the
Bid/Offer Cost will be zero.
USD
In respect of each Calculation Period. an amount equal to the Index Closing Value on the Periodic Index
Fixing Date falling at the start of such Calculation Period as determined by the Calculation Agent, except for
the first Calculation Period where the Initial Index Value shall be Index Strike.
In respect of each Calculation Period, an amount equal to the Index Closing Value on the Periodic Index
Fixing Date falling at the end of such Calculation Period as determined by the Calculation Agent.
On any Business Day, an amount in the Index Currency equal to the Index Closing Value for the Reference
Index, as published on such day by the Index Sponsor on the Reference Page.
Each period from and including a Periodic Index Fixing Date to and including the immediately following
Periodic Index Fixing Date, except that (a) the initial Calculation Period
commence on and include the
Confidential: DBCMWS3'2 index smap*I'S.dcc
Deutsche Bank AG is regulated by the FSA for the conduct of designated investment business in the UK, a member of The London Stock
Exchange and is a limited liability company incorporated in the Federal Republic of Germany HRB No. 30000 District Court of Frankfurt am
Main: Branch Registration No. in England and Wales BR000005. Registered address: Winchester House! 1 Great Wnchester Street London
EC2N 2DB. Time of transaction will be supplied on request.
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0115571
CONFIDENTIAL
SDNY_GM_00261755
EFTA01456398
Technical Artifacts (3)
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Phone
255.8709SWIFT/BIC
DBCMWSV2Wire Ref
ReferenceForum Discussions
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