EFTA01362009.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
09/03/2015
Document Type
report
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43
Summary
This document is a report from Deutsche Bank Securities Inc. outlining current trade recommendations, their rationale, risks, and performance as of September 3, 2015. It details various financial transactions involving swaps, options, and cross-market trades.
Metadata
Subject
Deutsche Bank Securities Inc. - Other Current Recommendations
Sender
Recipients
Document ID
DB-SDNY-0051306
Date
09/03/2015
Relationships 1
Entity 1RelationshipEntity 2Description
Deutsche Bank Securities Inc. Business Various entities Financial recommendations and trade details
Financial Information
Amounts:$100mn$22.7mn$56K$500mn$60mn$1,023.4mm$1,002.7mm$431.2mm$597mm$298.6 mm$72.9 mm$267.6 mm$10m$244 mm5165.8mm
Transactions:
  • Buy $100mn 2Y2Y ATMF receivers vs. sell $22.7mn 2TIOY ATMF receivers
  • Sell $500mn 2Y2Y 92bp OTM payers vs. buy $60mn 2Y30Y 26bp OTM payers
  • Receive $1,023.4mm 2yly rate versus pay $ I ,002.7mm lyly rate
  • Receive $1,023.4mm 2yly rate versus pay $431.2mm ly1 y rate and $597mm 3y1 y rate
  • Pay fixed on $298.6 mm 10ffly versus receive fixed on $72.9 mm 6y6y and $267.6 mm 16y6y
  • Buy $10m each of SPNTAB 2.96% 3/16; SPABOL 2.625%5/16; DNBNOR 2.90%3/16 on ASW
  • Receive fixed in $244 mm USD 5yby rate vs. pay fixed on 5165.8mm EUR 5y5y rate
Raw Analysis JSON click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 5
Deutsche Bank Securities Inc.SPNTABSPABOLDNBNORFed
Locations 2
USEurope
Text Analysis
Tone
Professional
Purpose
To provide recommendations on various trades and their performance.
Significance
This document provides insight into the trading strategies and performance of Deutsche Bank Securities Inc.
File Info
File Name
EFTA01362009.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:43:54.249339
DOJ Source
View on DOJ