Illegal Activity
none
Blackmail
none
Date
2018-06-01
Document Type
email
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:42
Summary
This email from Davide Sferrazza at Deutsche Bank confirms a US curve cap transaction with Paul Barrett, involving a notional amount of USD 45,000,000 and a premium payment of $96,750 from Southern Financial LLC to DB. The email details the terms of the agreement, including the expiry date, settlement date, and strike price.
Metadata
- Subject
- 2Y 2slOs Curve Cap Confirmation
- Sender
- Davide-A Sferrazza
- Recipients
- Paul Barrett, Richard Kahn
- Document ID
- —
- Date
- 2018-06-01
Relationships 2
| Entity 1 | Relationship | Entity 2 | Description |
|---|---|---|---|
| Southern Financial LLC | Financial | DB | Southern Financial LLC pays DB $96,750 value June 5, 2018 for US curve cap premium. |
| Davide Sferrazza | Employment | Deutsche Bank | Davide Sferrazza is an Analyst at Deutsche Bank. |
Notable Quotes 2
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.
Financial Information
Amounts:USD 45,000,000$96,750
Assets:
- US curve cap
Transactions:
- US curve cap purchase
- Premium payment of $96,750 from Southern Financial LLC to DB
Raw Analysis JSON
click to expand
Themes
Financial transactions/money flowBusiness dealingsCommunications/correspondence
People 8
Organizations 5
Southern Financial LLCDBDeutsche Bank Securities, Inc.Deutsche Bank Wealth ManagementDeutsche Bank
Locations 2
New York, NY, USA345 Park Avenue, 10154-0004 New York, NY, USA
Financial Entities 1
Deutsche Bank
Text Analysis
- Tone
- Professional
- Purpose
- To confirm the details of a US curve cap transaction between Paul Barrett and DB.
- Significance
- Confirms a financial transaction involving a significant amount of money.
File Info
- File Name
- EFTA01435603.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:42:12.875017
- DOJ Source
- View on DOJ