This document is a valuation statement from Deutsche Bank AG for Southern Financial, LLC, detailing an equity swap hybrid and an FX-NDF trade. The equity swap involves a notional amount of USD 3,134,000 with a strike price of 31.34 and an MTM of USD 288,245.05. The FX-NDF trade involves a notional amount of JPY 1,200,000,000 and KRW 11,540,400,000 with a total valuation of USD -1,005,117.42.
documents/vol00010-efta01458766-pdf.pdf
{"title":"Deutsche Bank Group Valuation Statement","document_date":"2015-11-02","document_type":"financial","document_subtype":"valuation statement","key_organizations":["Deutsche Bank AG","Southern Financial, LLC"],"reference_numbers":["DB-SDNY-0118836","SDNY_GM_00265020","EFTA01458766"]}