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(See attached file:
EFTA01404936
--- SOURCE: IMAGES__0065__EFTA01404937.txt ---
METADATA_SOURCE: IMAGES0065
METADATA_FILENAME: EFTA01404937.pdf
----------------------------------------
Subject: FW: Trade Report 7/2/2015 [SC]
From: Vahe Stepanian sz:
>
Date: Thu, 02 Jul 2015 15:46:28 -0400
To: Richard Kahn
Cc: Paul Morris <
Stewart Oldfield
Daniel Sabba
Ariane Dwyer
Classification: Strictly Confidential
Rich — as per terms of the Credit Support Annex (CSA) between Deutsche Bank
and Southern Financial, the IA for the transactions listed below is 7% of
the delta of the short call options. Between both transactions, this adds up
to be $1,748,250. Calculations are as follows:
fcid:image002.png@OlDOB4D9.8EDCC3C01
$1,748,250 will be transferred into SFLLC's collateral account this
afternoon.
Have a great weekend.
Thank you,
Vahe
From: Vahe Stepanian
Sent: Thursday, July 02, 2015 11:42 AM
To: 'jeffrey E.'
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn
Subject: Trade Report #2 - 7/2/2015 [C]
Classification: Confidential
EFTA01404937
--- PAGE 2 ---
Jeffrey — today you executed the following per your conversation with Daniel:
Product
European Option
Client
PRIVATE CLIENT SERVICES PWM ALEX
BROWN AC SOUTHERN FINANCIAL LLC
BuySell
Client Buys
Currencyl
EUR
CP
Put
Notionall
25,000,000
Currency2
USD
Notional2
-26,250,000
Strike
1.05
ZoneCut
NY: 10:00 hours (Local time in New
York)
ExpiryDate
Mon 04 January 2016
SettlementDate
Wed 06 January 2016
FixingReference
SPOT
Premium
387,500
PremiumTerms
USD
PremiumDate
Mon 06 July 2015
DatabaselD
DF Mid
12.35
Product
European Option
Client
PRIVATE CLIENT SERVICES PWM ALEX
BROWN AC SOUTHERN FINANCIAL LLC
BuySell
Client Sells
EFTA01404938
--- PAGE 3 ---
Currencyl
CP
EUR
Call
Notionall
-25,000,000
Currency2
USD
Notional2
28,912,500
Strike
1.1565
ZoneCut
NY: 10:00 hours (Local time in New
York)
ExpiryDate
Mon 04 January 2016
SettlementDate
Wed 06 January 2016
FixingReference
SPOT
Premium
387,500
PremiumTerms
USD
PremiumDate
Mon 06 July 2015
DatabaselD
DF Mid
10.225
Thank you,
Vahe
Vahe Stepanian
Assistant Vice President I Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobile
Email
All trade execution information contained herein is being provided as an
accommodation at your request in advance of your receipt of the official
trade confirmation(s). Additional trade detail information available upon
EFTA01404939
--- PAGE 4 ---
request. The terms of the trade(s) may be subject to change prior to
settlement, and therefore the official trade confirmation(s) and account
statements issued by Deutsche Bank shall govern. Deutsche Bank is not
responsible for any discrepancy between the informal execution report and
the official trade confirmation(s) or account statements.
From: Vahe Stepanian
Sent: Thursday, July 02, 2015 11:34 AM
To: 'jeffrey E.'
Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn
Subject: Trade Report 7/2/2015 [C]
Classification: Confidential
Jeffrey — today you executed the following per your conversation with Daniel:
Product
European Option
Client
PRIVATE CLIENT SERVICES PWM ALEX
BROWN AC SOUTHERN FINANCIAL LLC
BuySell
Client Buys
Currencyl
EUR
CP
Put
Notionall
50,000,000
Currency2
USD
Notional2
-52,000,000
Strike
1.04
ZoneCut
NY: 10:00 hours (Local time in New
York)
ExpiryDate
Mon 04 January 2016
SettlementDate
Wed 06 January 2016
EFTA01404940
--- PAGE 5 ---
FixingReference
SPOT
Premium
663,000
PremiumTerms
USD
PremiumDate
Mon 06 July 2015
DatabaselD
DF Mid
12.65
Product
European Option
Client
PRIVATE CLIENT SERVICES PWM ALEX
BROWN AC SOUTHERN FINANCIAL LLC
BuySell
Client Sells
Currencyl
EUR
CP
Call
Notionall
-50,000,000
Currency2
USD
Notional2
58,200,000
Strike
1.164
ZoneCut
NY: 10:00 hours (Local time in New
York)
ExpiryDate
Mon 04 January 2016
SettlementDate
Wed 06 January 2016
FixingReference
SPOT
Premium
663,000
PremiumTerms
USD
PremiumDate
Mon 06 July 2015
DatabaselD
EFTA01404941
--- PAGE 6 ---
DF Mid
10.15
Separate email to follow with second execution.
Thank you,
Vahe
Vahe Stepanian
Assistant Vice President I Key Client Partners
Deutsche Bank Securities Inc.
Tel.
Mobile
Email
All trade execution information contained herein is being provided as an
accommodation at your request in advance of your receipt of the official
trade confirmation(s). Additional trade detail information available upon
request. The terms of the trade(s) may be subject to change prior to
settlement, and therefore the official trade confirmation(s) and account
statements issued by Deutsche Bank shall govern. Deutsche Bank is not