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t and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
exit is on scheduled Expiry Date or earlier Strike: Underlying closing level on Effective Date Cash flows: On each reset date: Buyer receives: Notional / Strike • (Index closing level on reset date - Index closing level on previous reset date) For the first reset date, Index closing level on previous reset dat
ndex trade in North America. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clarity
e exit is on scheduled Expiry Date or earlier. Strike: Underlying closing level on Effective Date Cash flows: On each reset date: Buyer receives: Notional / Strike • (Index closing level on reset date — Index closing level on previous reset date) For the first reset date, Index closing level on previous reset dat
ndex trade in North America. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clarity
e exit is on scheduled Expiry Date or earlier. Strike: Underlying closing level on Effective Date Cash flows: On each reset date: Buyer receives: Notional / Strike • (Index closing level on reset date — Index closing level on previous reset date) For the first reset date, Index closing level on previous reset dat
Entities connected to both Bloomberg Ticker and Notional / Strike •