CDXEM22 87.70/85 -.05 Sprd:395(+2) FV:87.80 (.02 cheap)
CDXEM 21/22 roll 14.38/14.48
This has been prepared solely for informational purposes. It is not an offer, recommendation or solicitation to b
uy or sell, nor is it an official confirmation of terms. It is based on information generally available to the public
from sources believed to be reliable. No representation is made that it is accurate or complete or that any returns
indicated will be achieved. Changes to assumptions may have a material impact on any returns detailed. Past pe
rformance is not indicative of future returns. Price and availability are subject to change without notice. Additio
nal information is available upon request.
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 122886
CONFIDENTIAL SDNY_GM_00269070
EFTA01461069