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EFTA Document EFTA01460881
Title Matchefta-efta01460881
Case Filesd-10-EFTA01460881Dept. of JusticeEFTA Document EFTA01460881
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Case File
sd-10-EFTA01460881Dept. of JusticeEFTA Document EFTA01460881
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Classification: Confidential Hi Daniel, thank you for your efforts in getting this trade done. This is the first commodity vol index trade in North America. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clarity reset dates are: 31-Mar-15, 30-Jun-15, 30-Sep-15, 31-De
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Dept. of Justice
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sd-10-EFTA01460881
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