Epstein Files Search

EFTA01416150Set 10

2017-12-068p1,174w

USDZAR-EURZAR Corrswap in USD Payout — two-way is 82.5 / 88.5 ly USDMXN-EURMXN Corrswap in USD Payout — two-way is 78 / 83.5 From: Xavier Avila Sent: Tuesday, December ... claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... currencies with more interest. Talk soon. Thanks Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied correlations

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01416150.pdf

EFTA01434591Set 10

2017-12-079p1,375w

USDZAR-EURZAR Corrswap in USD Payout — two-way is 82.5 / 88.5 ly USDMXN-EURMXN Corrswap in USD Payout — two-way is 78 / 83.5 From: Xavier Avila Sent: Tuesday, December ... claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... currencies with more interest. Talk soon. Thanks EFTA01434594 Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434591.pdf

EFTA01435685Set 10

2017-12-058p1,142w

claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... currencies with more interest. Talk soon. Thanks EFTA01435686 Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSD vols EFTA01435687 Graph

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01435685.pdf

EFTA01371252Set 10

1p391w

claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... soon. Thanks DB FX Trade Idea FuRmyN-usry,ixt9 nRn Trade Idea • Sell ly EURMXN-USDMXN correlation swap at 77% • Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale • EURMXN ... EURMXN.USOMXst 1y 'mole:Ian -20 —EUMISO-EURMXN ly implied vol spread 3016 — EURMXN.USDMXN 2y impliedcar EURUS0USOMX14 ly irroied yolspead

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01371252.pdf

EFTA01436019Set 10

2017-12-016p894w

claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... currencies with more interest. Talk soon. Thanks Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied correlations ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSD vols Graph

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436019.pdf

EFTA01434448Set 10

2017-12-057p1,095w

claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... currencies with more interest. Talk soon. Thanks Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EFTA01434449 EURMXN-USDMXN implied ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSD vols Graph

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434448.pdf

EFTA01387014Set 10

1p392w

claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... soon. Thanks DB FX Trade Idea FuRmyN-usry,ixt9 nRn Trade Idea • Sell ly EURMXN-USDMXN correlation swap at 77% • Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale • EURMXN ... EuR14014.1SOMOt 1y impliedcar -20 —EUR1150-EURMXN ly implied spread 3016 — EURMOMJSOMXN 2y impel car EURUS0USONECN ly irroied yolspead 2096 1 -25 2OO7

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387014.pdf

EFTA01387068Set 10

2017-11-281p356w

Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale • EURMXN-USDMXN implied correlations are close to the highest levels since 2007 (see graph 1) • This has been driven ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSO vols ... realized correlation vs. strike 10014 100% 10% 8396 n 60% 60% \ a 20% EURMXN-USOkiltN 1y mat car 2096 — EURMXICUSDS1042y mai CO" EuRlAxt4-USDhOtti 3m eel car EURIAXI+LISDIAXN

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387068.pdf

EFTA01387067Set 10

2017-12-011p237w

claculations of implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that ... currencies with more interest. Talk soon. Thanks DB FX Trade Idea EURMXN-USDMXN Correlation Swap Trade Idea • Sell ly EURMXN-USDMXN correlation swap at 77% CONFIDENTIAL - PURSUANT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387067.pdf

EFTA01459711Set 10

2016-01-121p564w

negative correlated with EMFX as well, making EUR/EM more volatile than USD/EM. ■ EURTRY • EURMXN ■ EURINR Buy EUFflEkl volatility not USDIEM for an added fool. Of Indeed, EUR/EM is realizing higher ... result, while USDTRY, USDMXN and USDINR exhibit typically positive volatility risk premiums, EURTRY, EURMXN and EURINR volatility premiums are negative. 6M Implied Vol 6M Realized Vol 6M Vol Premium Saga

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459711.pdf

EFTA01387012Set 10

2017-12-011p249w

EURMXIL USOMX N 1y real car EURMXN•USOMXN 3111 real car 77% f -20% 2037 2006 20W 2010 2011 2012 2013 2014 2015 2016 2017 From: Xavier Avila Sent: Friday

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387012.pdf

EFTA01387066Set 10

2017-12-051p234w

USDZAR-EURZAR Corrswap in USD Payout — two-way is 82.5 / 88.5 ly USDMXN-EURMXN Corrswap in USD Payout — two-way is 78 / 83.5 From: Xavier Avila Sent: Tuesday, December

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387066.pdf

EFTA01387372Set 10

1p39w

EURUSD-EURMXN ly imp4ied vol spread EURUSD•USDMXN 1y implied vol spread -25 2O07 2009 2009 2010 2011 2012 2013 2014 2015 2016 2017 CONFIDENTIAL - PURSUANT TO FED. R. CRIM

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387372.pdf