determined as indicated in Section 6.2(d)(i)) be the rate set
forth in H.15(519) for that day opposite the caption "Bank prime loan ... Reset Date,
such rate for the Reset Date is not yet published in H.15(519), the rate for that Reset Date will be
the rate set forth in H.15 Daily ... Reset Date, such rate for the Reset Date is not yet published in H.15(519), H.I5 Daily Update or
another recognized electronic source, the rate for that Reset Date will
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388283.pdf
period of the
Designated Maturity and for that Reset Date as set forth in H.15(519) under the caption "Treasury
constant maturities", as such yield is displayed on the Reuters ... under the caption `Treasury constant maturities". If such rate does not appear in
H.15(519), the rate for that Reset Date will be the rate for a period ... Designated Maturity and for the week preceding that Reset Date as set forth in
H.15(519) under the caption 'Week Ending" and opposite the caption 'Treasury constant
maturities", as such
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published in H.15(519), the rate for that Reset Date will be the rate set forth in H. 15
Daily Update, or such other recognized electronic source used ... rate for a Reset Date in that Calculation Period is not yet published in H.15(519), H.15 Daily
Update or another recognized electronic source, the rate for that Reset Date
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EFTA01085958Set 9
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maturities that correspond with
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option ... systematic risk," measured by Beta). This
4° Federal Reserve Statistical Release H.15.
41 Ibid.
Stocks, Bonds, Bills and Inflation: 2015 Classic Yearbook, Morningstar, Inc., 2015, Chicago, Illinois. For
large capitalization
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EFTA01086276Set 9
2015-11-03108p35,449w
maturities that correspond with
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option ... expected loss of purchasing power (inflation) during the holding period.
" Federal Reserve Statistical Release H.15.
J0 Ibid.
Stocks, Bonds, Bills and Inflation: 2015 Classic Yearbook, Morningstar, Inc., 2015, Chicago, Illinois
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EFTA01101757Set 9
2015-01-21100p34,068w
Page 26
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option: The term ... systematic risk," measured by Beta). This
4° Federal Reserve Statistical Release H.15.
41 Ibid.
42 Stocks, Bonds, Bills and Inflation: Classic Edition 2014 Yearbook, Morningstar, Inc., 2014, Chicago,
Illinois
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EFTA01085858Set 9
2015-02-26100p34,196w
Page 26
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option: The term ... systematic risk," measured by Beta). This
41 Federal Reserve Statistical Release H.15.
43 Ibid.
a Stocks, Bonds, Bills and Inflation: Classic Edition 2014 Yearbook, Morningstar, Inc., 2014, Chicago,
Illinois
https://www.justice.gov/epstein/files/DataSet%209/EFTA01085858.pdf
EFTA00608765Set 9
2015-10-12108p35,523w
maturities that correspond with
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option ... systematic risk," measured by Beta). This
4° Federal Reserve Statistical Release H.15.
41 Ibid.
Stocks, Bonds, Bills and Inflation: 2015 Classic Yearbook, Morningstar, Inc., 2015, Chicago, Illinois. For
large capitalization
https://www.justice.gov/epstein/files/DataSet%209/EFTA00608765.pdf
EFTA00597681Set 9
2015-10-1688p28,838w
maturities that correspond with
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option ... index, e.g. 500 ("systematic risk," measured by Beta). This
39 Federal Reserve Statistical Release H.15.
J0 Ibid.
11 Stocks, Bonds, Bills and Inflation: 2015 Classic Yearbook, Morningstar, Inc., 2015, Chicago
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EFTA01101257Set 9
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Page 26
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option: The term ... risk, which is risk specific to the subject investment.
J0 Federal Reserve Statistical Release H.15.
J1 Ibid.
42 Stocks, Bonds, Bills and Inflation: Classic Edition 2014 Yearbook, Morningstar
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EFTA01101657Set 9
2015-02-11100p33,859w
maturities that correspond with
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option ... loss of purchasing power (inflation) during the holding period.
39 Federal Reserve Statistical Release H.15.
4° Ibid.
4' Stocks, Bonds, Bills and Inflation: Classic Edition 2014 Yearbook, Morningstar
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EFTA01101357Set 9
2014-11-11100p33,298w
Page 26
the term of the option. The Federal Reserve Statistical Release H.15 was
used to determine the appropriate risk-free rate.
4. Term of the Option: The term ... expected return. The risk premium includes: (1) systematic
38 Federal Reserve Statistical Release H.15.
39 Ibid.
48 Stocks, Bonds, Bills and Inflation: Classic Edition 2014 Yearbook, Morningstar, Inc., 2014, Chicago
https://www.justice.gov/epstein/files/DataSet%209/EFTA01101357.pdf