A memo detailing the first commodity volatility index trade in North America between SOFL and DBAG London. The trade is an OTC index swap based on the DB Commodity WTI Short Volatility II Index, with specific trade, effective, and expiry dates, reset dates, and cash flow details. A termsheet is attached for further details.
documents/vol00010-efta01460876-pdf.pdf
{"key_people":["Daniel","Jatin Bindal"],"document_date":"2015-01-13","document_type":"correspondence","key_locations":["North America","London","New York"],"document_subtype":"memo","key_organizations":["SOFL","DBAG London","Deutsche Bank AG"],"reference_numbers":["DBCMWSV2 index swap TS.pdf"]}