Epstein Files Search

EFTA01379431Set 10

2017-12-221p288w

documentation. Standard docs available at EMTA (www.emta.org) Settlement is based on the do/ar observed°, (Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB=, EMTA ID: CLP10). It is published daily ... size: USD10mn Bid/ask spread: CLP0.5 Avg. daily vol: USD 500-600mn Fixing page: Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB= Non-Deliverable Option (NfX)) Regulatory: ISDA documentation. Standard docs ... ticket size: USD20mn Bid/ask spread: 1 vol Avg. daily vol: USD75mn Fixing page: Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB= Page 100 Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379431.pdf

EFTA00505807Set 9

2012-12-3131p4,190w

down markets Russell Microcap Value Index (M-Value) Russell Microcap Growth Index (M-Growth) Bloomberg ticker symbo RMICROV Bloomberg ticker symool RMICROG Reuters ticker symbol Reuters boar symbol Weighted average

https://www.justice.gov/epstein/files/DataSet%209/EFTA00505807.pdf

EFTA00505780Set 9

2012-12-3127p3,616w

down markets Russell Microcap Value Index (M-Value) Russell Microcap Growth Index (M-Growth) Bloomberg ticker symbo RMICROV Bloomberg tcker symbol RIVICROG Reuters ticker symbol Reuters ticker symbol Weighted average

https://www.justice.gov/epstein/files/DataSet%209/EFTA00505780.pdf

EFTA01379432Set 10

2017-12-221p240w

Tank Avg. daily vol: USD800mn Fixing page: Reuters: COTCRM=RR on page CO/COL03. Bloomberg ticker: TRM Index. Ref. Source: LATAMNDF=DBNY, Bloomberg: DBLMI Local TES NDF Liquidity: Good Avg. ticket ... 10bp normally Avg. daily vol: USD30mn Fixing page: Reuters COTCRM=RR on page CO/COL03. Bloomberg ticker: TRM Index. Ref. Source: LATAMNDF=DBNY Cross currency swap (USD'UVR) - Inflation linked Regulatory ... daily vol: USD 30-50mm Fixing page: Reuters COTCRM=RR on page CO/COL03. Bloomberg ticker: TRM Index. Ref. source: LATAMNDF=DBNY Deutsche Bank Securities Inc. Page 103 CONFIDENTIAL - PURSUANT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379432.pdf

EFTA00705212Set 9

2015-04-234p778w

notional, which is a minimum guideline to transact this OTC. American Calls: Volkswagen (Bloomberg Ticker VOW3 GY) Ref: 228.60 Expiry: July 15 2015 Strike: 230 Offer ... Delta: 0.45 BASF (Bloomberg Ticker BAS GY) Ref: 90.28 Expiry: July 15 2015 Strike: 92 AC Offer: 2.68 IV: 25.52 / 26.08 Delta: 0.38 Allianz (Bloomberg Ticker

https://www.justice.gov/epstein/files/DataSet%209/EFTA00705212.pdf

EFTA01379427Set 10

2017-12-221p420w

fixing (Tipo de Cambio de Referencia) which is only used for onshore contracts (Bloomberg ticker: ARORREX Index, Reuters: ARS=BCRA). The Methodology is described in Comunicacion 43500, March ... months, wider for longer tenors Avg. daily volume: USD 350 - 450mn normally Fixing: Bloomberg ticker: ARORREX Index, Reuters: ARS=BCRA Offshore ARS products Non-Deliverable Forwards end Options The EMTA

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379427.pdf

EFTA01470148Set 10

2013-07-1646p12,699w

VALUE COMMODITY PERFORMANCE SETTLEMENT TYPE Generic First Crude Oil, West Texas Intermediate ("WTI Crude") (Bloomberg Ticker: CL1 ) 78.75% of the Initial Commodity Value 10% 100% Approximately 53 weeks 105.49 Arithmetic ... 78423EHS6 ISIN: US78423EHS63 Reference Commodity: Generic First Crude Oil, West Texas Intermediate (—WTI Crudell) (Bloomberg Ticker: CL1 ) Relevant Exchange: New York Mercantile Exchange, Inc. (the —NYMEXII) Calculation Agent: Societe Generale

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01470148.pdf

EFTA01379430Set 10

2017-12-221p389w

daily volume: USD 1.000mn normally Fixing: Bloomberg ticker: PCRCDOOB Index, Reuters ticker: CLPOB= F K option% Regulatory: No active local market yet, but the central bank has already granted

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01379430.pdf

EFTA01378973Set 10

2019-01-221p763w

accompanying underlying supplement. Each Underlying is identified in the table below, together with its Bloomberg ticker symbol, Initial Level and expected Knock-In Level and Coupon Barrier Level (each level

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01378973.pdf

EFTA01425313Set 10

2018-10-1134p8,972w

accompanying underlying supplement. Each Underlying is identified in the table below, together with its Bloomberg ticker symbol, Initial Level and expected Knock-In Level and Coupon Barrier Level (each level

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01425313.pdf

EFTA01472736Set 10

2015-04-088p1,152w

swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472736.pdf

EFTA01470887Set 10

2014-09-114p804w

chart is the ly implied volatility into lOy swaps (1y10y swaption vol, Bloomberg ticker JYSNO110 index) As yields declined the cost of buying payers swaptions to position for higher yields

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01470887.pdf

EFTA01459911Set 10

2013-10-281p455w

Short Volatility II USD Index Index Sponsor: 1)euische Bank AG, London Reference Page: Bloomberg ticker UBCMWSV2 Business Days' Any day where banks are open for general business in London

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459911.pdf

EFTA01456394Set 10

2015-01-131p684w

Short Volatility II USD Index Index Sponsor. Deutsche Bank AG. London Reference Page: Bloomberg ticker: DBCMWSV2 Index Strike: 255.8709 Index Fee: 0% per annum Business Days: Any day where banks

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456394.pdf

EFTA01459325Set 10

2016-01-151p355w

Terms Index: The EURO STOXX 5e Index (Bloomberg ticker: SX5E) Payment at Maturity: Maximum Return: At least 40.00% (corresponding to a If the Final Value is greater than the Initial

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459325.pdf

EFTA01457146Set 10

2015-01-131p305w

swap Buyer: SOFL Seller: DRAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457146.pdf

EFTA01456500Set 10

1p204w

Payer Party A Party B Southern Financial, LLC Interest Payer Party B Underlying Asset Bloomberg Ticker RIC Twitter, Inc TWTR UN Equity .TWTR Bid 60bps Offer 75bps Traded 75bps Prices

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456500.pdf

EFTA02714444Set 11

2015-01-135p1,226w

Shon Volatility II USD Index Index Sponsor: Deutsche Bank AG. London Reference Page Bloomberg ticker. DBCMWSV2 Business Days: Any day where banks ore open fbr general business in London

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02714444.pdf

EFTA00649505Set 9

2015-01-131p311w

swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date

https://www.justice.gov/epstein/files/DataSet%209/EFTA00649505.pdf

EFTA01460876Set 10

1p216w

swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01460876.pdf