A valuation statement from Deutsche Bank AG for a commodity swap index derivative with Southern Financial, LLC. The trade was made on January 13, 2015, with a maturity date of January 13, 2016. The notional amount is USD 10,000,000 with a strike price of 255.8709 and a mark-to-market value of USD 251,015.85. The total valuation is USD 533,381.03.
documents/vol00010-efta01457048-pdf.pdf
{"title":"Deutsche Bank Group Valuation Statement","document_date":"2015-03-20","document_type":"financial","document_subtype":"valuation statement","key_organizations":["Deutsche Bank AG","Southern Financial, LLC"],"reference_numbers":["20150320_20150323_1","DB-SDNY-0116426","SDNY_GM_00262610","EFTA01457048"]}