EFTA01136756Set 9
2013-04-016p3,384w
Management
[a] There are two indices most often referred to as "European equities": the Eurostoxx 50 and the MSCI Europe index.
They are quite different. From a constituency standpoint, there ... companies included due to the
higher concentration and larger capitalization sizes in the Eurostoxx index. The other big difference is that the MSCI
Europe index (which has outperformed in recent ... years) has very large exposures to the UK (34%) and Switzerland (14%),
while the Eurostoxx has none. As such, the Eurostoxx is a better measure of the performance of Eurozone
https://www.justice.gov/epstein/files/DataSet%209/EFTA01136756.pdf
EFTA01136762Set 9
2013-04-015p3,649w
Spain
I There are two indices most often referred to as "European equities": the Eurostoxx 50 and the MSCI Europe index. They are quite
different. From a constituency standpoint, there ... companies included due to the higher concentration and larger
capitalization sizes in the Eurostoxx index. The other big difference is that the MSCI Europe index (which has outperformed in recent ... years)
has very large exposures to the UK (34%) and Switzerland (14%), while the Eurostoxx has none. As such, the Eurostoxx is a better
measure of the performance of Eurozone
https://www.justice.gov/epstein/files/DataSet%209/EFTA01136762.pdf
EFTA00836558Set 9
2016-01-142p219w
From: Paul Morris <1
To: "'Jeffrey Epstein"' <jeevacation@gmail.com>
Subject: FW: closing tmw - 2x EuroStoxx note w/ contingent protection
Date: Thu, 14 Jan 2016 15:33:37 +0000
Attachments ... Eastern Standard Time
To:
Cc: Paul Morris; Jj Litchford
Subject: closing tmw - 2x EuroStoxx note w/ contingent protection
Rich,
With volatility elevated, some notes structures could be interesting ... attached one linked to EuroStoxx that closes
tomorrow, but am happy to send other topical ideas if you like. And if there's a specific view you want to play
https://www.justice.gov/epstein/files/DataSet%209/EFTA00836558.pdf
EFTA00681285Set 9
2014-09-184p1,186w
Importance: Normal
Classification: Confidential
Ok
The eurostoxx not pricing great now with low vol, but do like idea of rolling your matured note if that contigent minimum coupon pops
back ... that value, client is exposed to the performance of the underlying since inception.
2) EuroStoxx 50 - you had a EuroStoxx note mature at end of August ($2mm exposure, +15% gain
https://www.justice.gov/epstein/files/DataSet%209/EFTA00681285.pdf
EFTA00634319Set 9
2016-01-132p231w
From: Richard Kahn
To: "Jeffrey E." <jeevacation@gmail.com>
Subject: Fwd: closing tmw - 2x EuroStoxx note w/ contingent protection
Date: Wed, 13 Jan 2016 20:15:02 +0000
Attachments: 3P_072_SX5E ... York NY 10022
Begin forwarded message:
From: Stewart Oldfield tc )
Subject: closing tmw - 2x EuroStoxx note w/ contingent protection
Date: Janus ... volatility elevated, some notes structures could be interesting. I've attached one linked to EuroStoxx that closes
tomorrow, but am happy to send other topical ideas if you like
https://www.justice.gov/epstein/files/DataSet%209/EFTA00634319.pdf
EFTA01140174Set 9
2014-02-105p799w
Jeffrey -
"Worst or note, therefore the reference the performance of the lesser of the Eurostoxx or the Russell 2k. Current levels, 80%
barrier, 111.5% min contingent level, and 3yr price ... EFTA01140174
For illustrative purposes only. Source: DB WM Structured Solutions, 2/7/14.
Eurostoxx 50 3 Price Histo
!bast Price 3038.49
-1T Ittgb n 01/15/14 ... know if you hat that that view!
What were your thoughts on the Eurostoxx + Russell 2000 Contingent Min/Barrier note? I thought the
combining the euro and US views, uncapped upside
https://www.justice.gov/epstein/files/DataSet%209/EFTA01140174.pdf
EFTA01455313Set 10
2014-09-021p168w
Paul Morris ; Vahe Stepanian
Subject: HSBC Note Matured, +15.67% [C)
Attachments: HSBC Eurostoxx Contingent Buffer Note.pdf; SOFL Aug 2014.pdf; pic00462.gif; pic24473.gif; pic20084.gif;
pic24160.gif
Classification: Confidential
Good Morning Rich -
Hope ... enjoyed a wonderful holiday weekend.
As you know, Jeffrey's 15mo HsBc Eurostoxx 50 buffered note matured and has
now redeemed. valuation date was 8/26, with the SX5E ... Bloomberg screenshots
attached here for your reference.
Best Regards,
Tazia
(See attached file: HSBC EuroStoxx Contingent Buffer Note.pdf)(See attached
file: SOFL Aug 2014.pdf)
(Embedded image moved to file: pic00462.gif
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01455313.pdf
EFTA01802814Set 10
2014-02-074p650w
Jeffrey -
"Worst of note, therefore the reference the performance of the lesser of the Eurostoxx or the Russell 2k. Current
levels, 80% barrier, 111.5% min contingent level, and 3yr price ... illustrative purposes only. Source: DB WM Structured Solutions, 2/7/14.
Eurostoxx 50 3yr Price History
Russell 2000 3yr Price History
Tazia Smith
EFTA_R1_00145463
EFTA01802814
Director Key Client Partners ... know if you hat that that view!
What were your thoughts on the Eurostoxx + Russell 2000 Contingent Min/Barrier note? I thought the combining the
euro and US views, uncapped upside
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01802814.pdf
EFTA01190523Set 9
2014-09-023p586w
Matured, +15.67% [C]
Date: Tue, 02 Sep 2014 15:08:27 +0000
Attachments: HSBC_Eurostoxx Contingent_Buffer_Note.pdf; SOFL_Aug_2014.pdf
Inline-Images: Mail_Attachment.gif; Mail_Attachment(1).gif; Mail_Attachment(2).gif;
Mail_Attachment ... Rich -
Hope you enjoyed a wonderful holiday weekend.
As you know, Jeffreys 15mo HSBC EuroStoxx 50 buffered note matured and has now redeemed. Valuation date was 8/26,
with the SX5E
https://www.justice.gov/epstein/files/DataSet%209/EFTA01190523.pdf
EFTA01168258Set 9
2014-02-053p555w
jeevacation@gmail.com
Cc: Vinit Sahni Nav Gu ta • Paul Morris
Vahe Stepanian
Subject: Eurostoxx and MSCI Germany synthetic long trade ideas.... [C]
Date ... unnamed(4)
Classification: Confidential
Jeffrey -
For a current, liquid, shorter-term position for Eurostoxx 50 exposure, consider listed risk reversal on the FEZ ETF (charts
below):
FEZ spot
https://www.justice.gov/epstein/files/DataSet%209/EFTA01168258.pdf