Epstein Files Search

EFTA01437611Set 10

2018-06-2510p895w

Subject: RE: [/] Trade Idea -> TRY autocall swap From: Stewart Oldfield Date: Mon, 25 Jun 2018 09:55:30 -0400 To: Martin Zeman 4:1 1 This is moving the right ... Paul Barrett ( Cc: Gaurano Chadha < ie ; Liam Osullivan < Subject: [/] Trade Idea -> TRY autocall swap Paul, the dislocation in EM continues and we'd like to offer the below idea that ... risk in Turkey goes down and inflation dynamics stabilise We have set the final autocall super-high (ATMF = at-the-money- forward) so that if client doesn't get autocalled

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01437611.pdf

EFTA01438052Set 10

2018-06-2010p866w

Subject: [/] Trade Idea -> TRY autocall swap From: Martin Zeman •, >. Date: Wed, 20 Jun 2018 11:58:15 -0400 To: "Paul Barrett ( Cc: Gaurang Chadha Xavier Avila Joshua Shoshan Stewart Oldfielc ... risk in Turkey goes down and inflation dynamics stabilise We have set the final autocall super-high (ATMF = at-the-money- forward) so that if client doesn't get autocalled ... ANALYSIS BELOW.) EFTA01438052 Refs: USDTRY Spot = 4.75 USDTRY 5y forward = 8.90 Indicative terms: Format Autocallable Swap Tenor 5 years, subject to early autocall Underlying USDTRY FX Rate Observation Dates Quarterly

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01438052.pdf

EFTA01387392Set 10

1p479w

risk in Turkey goes down and inflation dynamics stabilise We have set the final autocall super-high (ATMF = at-the-money-forward) so that if client doesn't get autocalled ... ANALYSIS BELOW.) Refs: USDTRY Spot = 4.75 USDTRY 5y forward = 8.90 Indicative terms: Format Autocallable Swap Tenor 5 years, subject to early autocall Underlying USDTRY FX Rate Observation Dates Quarterly from ... Trade Date Autocall Barrier ATMS (= initial level as of Trade Date) for first 19 observation dates but ATMF level for last observation date Client pays 3m$LIBOR on a quarterly

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387392.pdf

EFTA02698807Set 11

6p1,167w

r7.7,% BANKMED (SUiSST ) Phoenix Autocall on Eurostoxx Banks Index 3 Years Potential coupon 19.40% p.a. — 70% European Barrier USD INDICATIVE TERMS AND CONDITIONS Subscription period: TBD Issue date: TBD (#) Product ... seen levels!). SX7E Index Level since 1993 Source Bloomberg As of 15.052012 SIX' 100% Autocall Level 400 li Spot 300 83.23 200 iso II, / INC I 100 70% European protection ... ISIN/valoren: TBD • Currency: USD • Maximum tenon 3 Years • Liquidity: Daily • Issue price: 101% • Autocall level 100% • Autocall frequency: Quarterly • Coupon payment: Quarterly • Potential coupon: 19.40% p.a. • Barrier level: 701̀/0 European

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02698807.pdf

EFTA01438073Set 10

28p4,057w

Focus Risk Factors Notes To Do Interest Notes MS Buffered Jump Plu MS Apple Autocall MS Crude Oil Autocall HSBC SXSE Buffered Accelerated Return CS XOP Accelereated Return ... Accelerated Return SPX/RTY MS Accelerated Return EuroStoxx 50 MS Accelerated return SPX MS Phoenix AutoCall AAPL CS Digital SPX/RTY CS Digital EuroStoxx 50 3PM 12M AutoCall SPX/RTY 3PM 15M AutoCall

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01438073.pdf

EFTA01433607Set 10

26p5,177w

Focus Risk Factors Notes To Do Interest Notes MS Buffered Jump Plu MS Apple Autocall MS Crude Oil Autocall HSBC SX5E Buffered Accelerated Return CS XOP Accelereated Return ... Accelerated Return SPX/RTY MS Accelerated Return EuroStoxx 50 MS Accelerated return SPX MS Phoenix AutoCall AAPL CS Digital SPX/RTY CS Digital EuroStoxx 50 3PM 12M AutoCall SPX/RTY 3PM 15M AutoCall

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01433607.pdf

EFTA01437665Set 10

15p5,522w

Risk Factors Notes To Do Interest Notes MS B uffered Jump Plu MS Apple Autocall MS Crude Oil Autocall HSBC SXSE Buffered Accelerat ed Return CS XOP Accelereated Return ... Phoenix A utoCall AAPL CS Digital SPX/RTY CS Digital EuroStoxx 50 JPM 12M AutoCall SPX/RTY JPM 15M AutoCall SPX/RTY Forrestal Capital Annette Franqui SK Family Offic h rl Br' Ironsides

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01437665.pdf

EFTA00642715Set 9

2015-05-293p715w

USDJPY Put Strike: 119.00 Vol: 9.55/9.85 vol Bid/Ask: 1.195/1.27% USD Trade 2: Autocallable linked to SPX, RTY and SXSE: Issuer: Credit Suisse Maturity: 8 year Underlying: Lesser ... baffler: 50% of initial strike Principal baffler: 50% of initial strike, maturity only observation AutoCall: Non-call 4 years, quarterly thereafter Thank you, Vahe From: Daniel Sabba Sent: Thursday ... /2.735% USD For 128 leg: 1.555% USD For 118.82 leg: 1.18% USD Trade 2: Autocallables linked to SPX, RTY and SX5E We are refreshing levels with Credit Suisse - we will

https://www.justice.gov/epstein/files/DataSet%209/EFTA00642715.pdf

EFTA00634328Set 9

2015-06-013p758w

USDJPY Put Strike: 119.00 Vol: 9.55/9.85 vol Bid/Ask: 1.195/1.27% USD Trade 2: Autocallable linked to SPX, RTY and SX5E: Issuer: Credit Suisse Maturity: 8 year Underlying: Lesser ... barrier: 50% of initial strike Principal barrier: 50% of initial strike, maturity only observation AutoCall: Non-call 4 years, quarterly thereafter Thank you, Vahe EFTA00634328 From: Daniel Sabba Sent: Thursday ... /2.735% USD For 128 leg: 1.555% USD For 118.82 leg: 1.18% USD Trade 2: Autocallables linked to SPX, RTY and SX5E We are refreshing levels with Credit Suisse - we will

https://www.justice.gov/epstein/files/DataSet%209/EFTA00634328.pdf

EFTA00597527Set 9

2013-07-1914p12,307w

September 15.2015 the Prospectus Addendum dated February 3, 2015) Barclays Bank PLC — Phoenix Autocallable Notes linked to the Common Stock of Apple Inc. Trade Details/Characteristics Hypothetical Scenario Analysis for Phoenix ... Autocallable Notes Issuer: Barclays Bank PLC Principal Amount: $1.000 per note First Three Observation Dates Initial Issue Price: $1.000 per note' Compare the Closing Price ol the Undone ... purer 13. 2015 the Prospectus Addendum doied Fettuory 3.2015) $ Oil BARCLAYS Phoenix Autocallable Notes Due October 5, 2016 Linked to the Common Stock of Apple Inc. Global Medium-Term Notes

https://www.justice.gov/epstein/files/DataSet%209/EFTA00597527.pdf

EFTA01467167Set 10

2014-02-204p863w

Subject: Alternative Asset Manager Autocallable Snowball Coupon/Barrier [C] From: Tazia Smith a> Date: Thu, 20 Feb 2014 10:01:25 -0500 To: jeevacation@gmail.com Cc: Paul Morris Vahe Stepanian Classification: Confidential ... then DIP knocks out and note becomes principal protected) Redemption Barrier: 100% (autocalled if both underliers are above initial level upon annual observation) Snowball Coupon: 25% p.a. (snowballing, client ... coupon over 3yrs...50% y2 if not called, 75% if matures) Autocall: Annual observation, if both underliers are > initial level at annual observation Max Gain: 75% over 3yrs

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01467167.pdf

EFTA01401767Set 10

2015-07-233p705w

Subject: AAPL Autocallable [C] From: Vahe Stepanian Date: Thu, 23 Jul 2015 15:33:07 -0400 To: jeffrey E. <jeevacation@gmail.com> Cc: Daniel Sabba Ariane Dwyer Paul Morris < Stewart Oldfield Richard ... interested. Please let us know. Thank you, Vahe Sample transaction terms - 18mo AAPL Phoenix Autocallable Note For discussion purposes only — terms subject to change Issuer: Goldman Sachs Maturity: 18 months ... callable after 3 months Underlying: Apple Inc. (AAPL) Autocall: Quarterly — if underlying is above initial strike Contingent Coupon: 8.75% p.a. subject to coupon barrier EFTA01401767 Observed and paid quarterly Coupon

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01401767.pdf

EFTA00662692Set 9

2015-07-232p700w

Daniel Sabba , Arianc Dw er < >, Paul Morris • Stewart Oldfield < >, Richard Kahn Subject: AAPL Autocallable [C] Date: Thu, 23 Jul 2015 19:33:07 +0000 Classification: Confidential Jeffrey — we indicatively priced ... interested. Please let us know. Thank you, Vahe Sample transaction terms - 18mo AAPL Phoenix Autocallable Note For discussion purposes only — terms subject to change Issuer: Goldman Sachs Maturity: 18 months ... callable after 3 months Underlying: Apple Inc. (AAPL) Autocall: Quarterly — if underlying is above initial strike Contingent Coupon: 8.75% p.a. subject to coupon barrier Observed and paid quarterly Coupon Barrier

https://www.justice.gov/epstein/files/DataSet%209/EFTA00662692.pdf

EFTA01187601Set 9

2014-02-203p1,052w

Smith •t: > To: jeevacation@gmail.com Cc: Paul Morrie a Vahe Stepanian Subject: Alternative Asset Manager Autocallable Snowball Coupon/Barrier [C] Date: Thu, 20 Feb 2014 15:01:25 +0000 Attachments: Alternative_Asset_Managers_1.28.14.pdf Inline ... then DIP knocks out and note becomes principal protected) Redemption Barrier: 100% (autocalled if both underliers are above initial level upon annual observation) Snowball Coupon: 25% p.a. (snowballing, client ... coupon over 3yrs...50% y2 if not called, 75% if matures) Autocall: Annual observation, if both underliers are > initial level at annual observation Max Gain: 75% over 3yrs

https://www.justice.gov/epstein/files/DataSet%209/EFTA01187601.pdf

EFTA01437661Set 10

2015-10-074p458w

October 2015 Offerings [I] Classification: For internal use only Here are some shorter dated autocalls EFTA01437661 From: Peter Wan Sent: Tuesday, October 06, 2015 4:36 PM To: Stewart Oldfield ... Peter, EFTA01437662 Do you have any shorter dated (less than 2yr) SPX/RTY CYNs or Autocalls? From: Peter Wan Sent: Tuesday, October 06, 2015 3:05 PM To: Structured Solutions Americas

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01437661.pdf

EFTA01438221Set 10

11p4,462w

Factors Notes To Do Interest Notes MS B uffered Jump Plus (9/25) MS Apple Autocall (9/18) MS Crude Oil Autocall (9/14) HSBC SXSE Buffered Accelerated Return (9/24) CS XOP Accelereated

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01438221.pdf

EFTA01411777Set 10

2015-05-282p327w

follow up with next week should DB be awarded mandate. 3) Trade #3: CS Autocallable note linked to lesser of: SPX/RTY/SXSE. STG reached out to CS for pricing, which

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01411777.pdf

EFTA01460959Set 10

2015-05-281p275w

follow up with next week should DB be awarded mandate. 3) Trade #3: CS Autocallable note linked to lesser of: SPX/RTY/SXSE. STG reached out to CS for pricing, which

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01460959.pdf

EFTA01357682Set 10

2015-05-281p243w

follow up with next week should DB be awarded mandate. 3) Trade #3: CS Autocallable note linked to lesser of: SPX/RTY/SX5E. STG reached out to CS for pricing, which

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357682.pdf

EFTA01387391Set 10

2018-06-201p240w

Paul Barrett ;Joshua Shoshan Stewart Oldfield ; Liam Osullivan Subject: V] Trade Idea -> TRY autocall swap Paul, CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0089921 CONFIDENTIAL SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387391.pdf