A valuation statement from Deutsche Bank AG for a foreign exchange option trade with Southern Financial, LLC. The trade involves a short European put option with a notional amount of USD 75,000,000 and CNH 462,000,000, with a strike price of 6.1600. The mark-to-market value is (122,122.65) USD.
doj/DataSet10/EFTA01456128.pdf
{"title":"Deutsche Bank Group Valuation Statement","document_date":"2014-12-03","document_type":"financial","document_subtype":"valuation statement","key_organizations":["Deutsche Bank AG","Southern Financial, LLC"],"reference_numbers":["DB-SDNY-0115228","SDNY_GM_00261412","EFTA01456128"]}