From: Davide-A Sferrazza
Sent: 6/1/2018 12:11:48 PM
To: 'Paul Barrett ( I; 'Richard Kahn'
CC: Xavier Avila Martin Zeman ; Liam Osullivan
I; Stewart Oldfield
Subject: 2Y 2sl0s Curve Cap Confirmation
Paul,
To confirm you bought:
US curve cap
Notional: USD 45,000,000
Expiry: June 1, 2020
Settlement: June 3, 2020
Strike: 0.10%
Underlying: (10y swap — 2y swap)
Premium: Southern Financial LLC pays DB $96,750 value June 5, 2018
Thank you for the trade.
Regards,
Davide
Davide Sferrazza
Analyst I Key Client Partners
Deutsche Bank Securities, Inc
Deutsche Bank Wealth Management
345 Park Avenue 101 4.0004 New York, NY, USA
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