The document outlines a Total Return Swap and European Call Options on TWTR shares between Deutsche Bank (DB) and Southern Financial LLC. The swap involves 100,000 TWTR shares with a monthly reset and a spread of 1mL+ 75bps. The European Call options have a notional of 100,000 OTC Call with an expiry of 1/27/2016 and a strike price at 100% of the TRS Initial Strike.
documents/vol00010-efta01457087-pdf.pdf
{"title":"Total Return Swap and European Call Options on TWTR","key_people":["Daniel Sabba"],"document_date":"2016-01-27","document_type":"tabular","document_subtype":"financial instrument","key_organizations":["Deutsche Bank","Southern Financial LLC"],"reference_numbers":["DB-SDNY-0116479","SDNY_GM_00262663","EFTA01457087"]}