This document is a termsheet for a Commodity Index Swap between Deutsche Bank AG, London Branch (Party A) and Southern Financial LLC (Party B). The swap is based on the db WTI Short Volatility II USD Index with a notional amount of USD 10,000,000. The terms include details on the floating rate calculations for both parties, the index values, and the bid/offer cost. The swap is effective from January 13, 2015, to January 13, 2016.
documents/vol00010-efta01462296-pdf.pdf
{"title":"Commodity Index Swap Termsheet","document_date":"2015-01-13","document_type":"financial","key_locations":["London","New York City"],"document_subtype":"Termsheet","key_organizations":["Deutsche Bank AG, London Branch","Southern Financial LLC"],"reference_numbers":["DBCMWS3'2"]}