Epstein Files Search

EFTA01388256Set 10

1p460w

number of calendar days in the relevant Calculation Period. (xi) "EUR-EONIA-AVERAGE" means that the rate for a Reset Date, calculated in accordance with the formula set forth below ... average monthly rate of the day-to-day Euro-zone interbank euro money market (EONIA), adjusted to take into account the exact number of days in the month concerned. Meanings ... Rate Option shall be as specified in Exhibit III to these 2006 Definitions. "EUR-EONIA-AVERAGE" will be calculated as follows: 100 [ I' D x EOM/kJ] D where: "EONIA

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388256.pdf

EFTA01385956Set 10

2015-03-271p522w

consensus HICP print of next week. We also shift our short 2Y1Y eonia into a simple short 3y eonia as the curve up to December 16 is now fully pricing ... increase in liquidity (forward eonias around -15bp). If anything, there is a risk that because of market frictions, eonia does not trade as low in the corridor. For instance ... eonia is proving relatively sticky given the current level of excess liquidity. We exit the long 30Y BTP and move instead into an optimised cross-market steepener. We enter

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385956.pdf

EFTA01457203Set 10

2015-03-271p520w

consensus HICP print of next week. We also shift our short 2Y1Y eonia into a simple short 3y eonia as the curve up to December 16 is now fully pricing ... increase in liquidity (forward eonias around -15bp). If anything, there is a risk that because of market frictions, eonia does not trade as low in the corridor. For instance ... eonia is proving relatively sticky given the current level of excess liquidity. We exit the long 30Y BTP and move instead into an optimised cross-market steepener. We enter

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457203.pdf

EFTA01388331Set 10

1p221w

Annual Swap Rate-Reference Banks 36 7.1(f)(xxxi) EUR-EONIA-AVERAGE 32 7.1(f)(xi) EUR-EONIA-OIS-COMPOUND 30 7.1(f)(viii) EUR-EON1A-O1S-COMPOUND-Bloomberg ... EONIA-Swap-Index 35 7.1(f)(xxx) EUR-EURIBOR-Act/365 29 7.l(f)(ii) EUR-EURIBOR-Act/365-Bloomberg 29 7.1(f)(iii) EUR-EURIBOR-Reference Banks

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388331.pdf

EFTA02349438Set 11

2013-07-307p1,922w

developments, or by markets 4 EFTA_R1_01325282 EFTA02349441 ECB has not dealt with Eonia normalisation issue and its thinking has become less clear on this The ECB is likely ... billion, it is very close to the €100-200 billion range in which Eonia starts to gradually rise back to the middle of the ECB's interest rate corridor. Some ... less clear about this. In any case, it could dampen the effect of this Eonia normalization by narrowing its rate corridor or by injecting more liquidity through another LTRO. These

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02349438.pdf

EFTA01206094Set 9

2014-06-033p761w

fall further, while USD rates should rise as economy recovers, weighing on EURUSD - Forward EONIA out of the June ECB meeting is 12bp (11bp below the current fix), and that ... Full liquidity measures (like LTRO, lowering reserve requirements or QE) could see EONIA drop to around zero • Inflows into European assets, which have supported EURUSD past year, have been slowing

https://www.justice.gov/epstein/files/DataSet%209/EFTA01206094.pdf

EFTA01388258Set 10

1p637w

Annual Swap Rate-Reference Banks" as the applicable Floating Rate Option. (xxx) "EUR-EONIA-Swap-Index" means that the rate for a Reset Date will be the mid- market swap ... Designated Maturity which appears on the Reuters Semen ICAPI0 Page under the heading "EONIA" as of 4:30 p.m., Brussels time, on the date that is two TARGET Settlement Days

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388258.pdf

EFTA01089574Set 9

2013-02-2145p23,567w

were to intervene with massive markets in response to a higher EONIA rate. Markets thus currently reflect stabilizing fundamentals as well as tentative purchases in the peripheral bond markets, signs

https://www.justice.gov/epstein/files/DataSet%209/EFTA01089574.pdf

EFTA02507465Set 11

2018-03-145p1,158w

Santander 26/10/2017 15/02/2018 97.8 92.9 X Rates market =ontinues to re-price ECB. lyly Eonia is almost back at recent =ighs pointing to more upside for SX7E. Long SX7E Mar18

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02507465.pdf

EFTA01436668Set 10

331p68,401w

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436668.pdf

EFTA01385955Set 10

2015-03-271p559w

starts next week. Vol adjusted carry is more attractive in the belly of the Eonia is proving to be relatively sticky given the increase Italian curve Ilquidiry -♦- 3M carry

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385955.pdf

EFTA01388259Set 10

1p625w

approximately 12:00 noon, Frankfurt time, or (E) in the case of "EUR-EONIA-Swap- Index", at approximately 4:30 p.m., Brussels time, in each case on the day that

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388259.pdf

EFTA01385954Set 10

2015-03-271p403w

Bund ASW widener as a hedge, and shorts in the front-end of the eonia curve. We exit the long 30Y BTP and move instead to an optimised

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385954.pdf

EFTA01446657Set 10

2014-01-091p598w

less than 'Portfolio Inflows Into Euro-Area Peaked 200bn EUR of excess liquidity left, EONIA is back to the refi rate and cross-currency basis is flat, so there

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01446657.pdf

EFTA01123162Set 9

2015-03-2768p30,795w

Deutsche Bank Markets Research r4 United States Economics Date Rates 27 March 2015 Credit Dominic

https://www.justice.gov/epstein/files/DataSet%209/EFTA01123162.pdf

EFTA01388329Set 10

1p251w

terms specified shall have the meanings indicated for that Swap Transaction: A. EUR-EONIA-AVERAGE. -Effective Date" means (i) if the Trade Date occurs during the first fourteen days (inclusive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388329.pdf

EFTA01451185Set 10

2014-01-091p590w

less than 'Portfolio Inflows Into Euro-Area Peaked 200bn EUR of excess liquidity left, EONIA is back to the refi rate and cross-currency basis is flat, so there

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01451185.pdf

EFTA01451169Set 10

2014-01-091p598w

less than 'Portfolio Inflows Into Euro-Area Peaked 200bn EUR of excess liquidity left, EONIA is back to the refi rate and cross-currency basis is flat, so there

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01451169.pdf

EFTA02507622Set 11

2018-03-1410p2,778w

Santander 26/10/2017 15/02/2018 97.8 92.9 X Rates market =ontinues to re-price ECB. lyly Eonia is almost back at recent =ighs pointing to more upside for SX7E. Long SX7E Mar18

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02507622.pdf

EFTA00788475Set 9

2017-07-2429p16,328w

Technical hkes" are priced in the very fronlend so we Ike paying Jan18 Eonia. However, we view the 30bp of hkes priced by 1019 to be excessive. With tapering inevitable

https://www.justice.gov/epstein/files/DataSet%209/EFTA00788475.pdf