Illegal Activity
none
Blackmail
none
Date
2015-01-27
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
This email details a TWTR trade involving a Total Return Swap and European Call options between DB and Southern Financial LLC. It includes information on the size, expiry, spread, and commissions of the swap, as well as the premium received by the client and the cost to unwind the short call position.
Metadata
- Subject
- RE: Trade Recap - 01/27/2015 - Long TWTR on ly TRS, Short TWTR ly calls [C]
- Sender
- Vahe Stepanian
- Recipients
- Daniel Sabba, Jeffrey E.
- Document ID
- DB-SDNY-0060411
- Date
- 2015-01-27
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| DB | Swap | Southern Financial LLC | DB is the Swap Seller and Southern Financial LLC is the Swap Buyer for a Total Return Swap on TWTR shares. |
| Southern Financial LLC | Option | DB | Southern Financial LLC is the Option Seller and DB is the Option Buyer for European Call options on TWTR. |
Notable Quotes 2
For TWTR reference of $31.60 the cost to unwind is $1.89/share with a delta of 32%.
Premium client receives: $728,278.28 (18.69%)
Financial Information
Amounts:$31.60$1.89/share$0.03538.9662$38.9962$728,278.28$3,896,620.00
Assets:
- TWTR shares
Transactions:
- Total Return Swap on TWTR shares
- European Call options on TWTR
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 3
DBSouthern Financial LLCTWTR
Financial Entities 1
DB
Text Analysis
- Tone
- Professional
- Purpose
- To provide details of a TWTR trade, including the Total Return Swap and European Call options, and to discuss unwinding the short call position.
- Significance
- The document outlines the financial details of a trade involving TWTR shares, including the parties involved, the terms of the swap and options, and the costs associated with unwinding the position.
File Info
- File Name
- EFTA01368597.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:43.195319
- DOJ Source
- View on DOJ