This document outlines the terms of a trade involving the DB Commodity WTI Short Volatility II Index. The trade date is January 13, 2015, with an effective date the same day and an expiry date of January 13, 2016. The notional amount is $10,000,000 with an initial amount of $500,000 paid by SOFL on January 14, 2015. The document details reset dates, settlement terms, and cash flow calculations.
documents/vol00010-efta01367664-pdf.pdf
{"key_people":["Daniel Sabba"],"document_date":"2015-01-13","document_type":"correspondence","document_subtype":"financial agreement","key_organizations":["Deutsche Bank Securities Inc."],"reference_numbers":["DB-SDNY-0059261","SDNY_GM_00205445","EFTA01367664"]}