C 5.95 05/15/25 95%4-95% 6.651 6.255 + 390.5 Mkt 3x2
C 5.90 02/15/23 97%-98% 6.312 6.044 +423
C 5.875 03/27/20 98%4-98% 6.373 5.987 + 405.9 Mkt 3MM
C 5.80 11/15/19 98-98% 6.377 5.918 +409.3
C 5.35 05/15/23 93%2-94% 6.459 5.722 + 347
COF 5.55 06/01/20 9934-100% 5.613 5.564 + 380
FITB 4.90 09/30/19 93%4-94% 6.767 5.227 +313 Q
FITB 5.10 06/30/23 90%4-91% 6.670 5.620 + 303
GS 0 12/21/15 71%4-72% 611.530 5.585 + 76.75
Nxt Call B Px A N B YTC B CUR Floats Notes
GS 5.375 05/10/20 99%-99% 5.566 5.416 + 392
GS 5.70 05/10/19 10034-101 5.619 5.686 + 388
JPM 7.90 04/30/18 10234-103% 6.600 7.679 + 347 S 3MM
JPM 6.75 02/01/24 107%-108% 5.557 6.265 + 378
JPM 5.00 07/01/19 96%-97% 6.054 5.175 + 332
JPM 6.10 10/01/24 100%-101/1
2 5.988 6.055 + 333
JPM 6.125 04/30/24 10034-101% 6.010 6.079 + 333
JPM 5.15 05/01/23 951 1-96 5.949 5.407 + 325
JPM 6.00 08/01/23 100%2-101% 5.916 5.970 + 330
JPM 5.30 05/01/20 99%-100 5.427 5.327 + 380
MS 5.55 07/15/20 99%-99% 5.703 5.585 + 381 S 2MM
MS 5.45 07/15/19 971/4-98% 6.304 5.604 + 361 S 3MM
Nxt Call B Px A N B YTC B CUR Floats Notes
PNC 4.85 06/01/23 94-95 5.847 5.160 + 304 Q
PNC 6.75 08/01/21 108-109 5.110 6.250 + 368
STI 5.625 12/15/19 100%-100% 5.589 5.618 + 386
STT 5.25 09/15/20 100%400% 5.218 5.243 + 359.7
WFC 5.875 06/15/25 105-105% 5.204 5.595 +399
WFC 7.98 03/15/18 106-106% 5.186 7.528 + 377
WFC 0.00 12/21/15 97%-97% 41.965 5.727 + 93
WFC 5.90 06/15/24 101%-101% 5.713 5.827 + 311
Sources: Bloomberg Finance LP; 815 Cocos: a primer; Deutsche Bonk Flow Credit Trading
From: jeffrey E. [mailto:jeevacation@gmail.com]
Sent: Tuesday, November 17, 2015 12:43 PM
To: Paul Morris
Subject:
lets look at leveraged preferred or leveraged bonds.
please note
The information contained in this communication is
confidential, may be attorney-client privileged, may
constitute inside information, and is intended only for
the use of the addressee. It is the property of
JEE
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0079270
CONFIDENTIAL SDNY_GM_00225454
EFTA01380744