""Knock-In"" — Epstein Files Search

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Corpus: 1990-03-17 – 2025-12-01

October 2018

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EFTA01425313Set 10

2018-10-1134p8,972w

Underlying and (ii) lose some or all of their investment if a Knock-In Event has occurred. • Senior unsecured obligations of Credit Suisse maturing October 22, 2020. Any payment ... table below, together with its Bloomberg ticker symbol, Initial Level and expected Knock-In Level and Coupon Barrier Level (each level to be determined on the Trade Date): Underlying ... Russell 2000® Index Nasdaq-100 Index Contingent Coupons: Ticker SPX RTY NDX Initial Level Knock-In Level (Approximately 75% of Initial Level) (Approximately 75% of Initial Level) (Approximately

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

EFTA01221286Set 9

2013-08-0246p15,843w

SOUTHERN TicT COMPANy, INC Facsimile: 001 2 August 2013 Reference Number: 8000046103779 Knock-In/Knock-Out Currency Option Transaction The purpose of this letter agreement is to confirm the terms ... SOUTHERN TRUST COMPANY, INC Facsimile: 001 7 August 2013 Reference Number: 8000052049879 Knock-In/Knock-Out Currency Option Transaction The purpose of this letter agreement is to confirm the terms ... Physical Oil Documentation Facsimile Number: 001 JPMorgan Deal / Trade References: 850000BH-MLLGEBH-936B Commodity Knock-In Option The purpose of this facsimile (this "Confirmation") is to confirm the terms

https://www.justice.gov/epstein/files/DataSet%209/EFTA01221286.pdf

EFTA01378978Set 10

Example 1: A Knock-In Event has occurred. Underlying Final Level SPX 110% of Initial Level RTY 50% of Initial Level NDX 90% of Initial Level Because the Final Level ... Underlying is less than its Knock-In Level, a Knock-In Event has occurred. RTY is the Lowest Performing Underlying. Therefore, the Redemption Amount is determined as follows: Underlying Return ... will be exposed to the depreciation in the Lowest Performing Underlying. Example 2: A Knock-In Event has not occurred. Underlying Final Level SPX 110% of Initial Level

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01378978.pdf

EFTA01378973Set 10

2019-01-221p763w

table below, together with its Bloomberg ticker symbol, Initial Level and expected Knock-In Level and Coupon Barrier Level (each level to be determined on the Trade Date): Underlying Ticker ... Initial Level Knock-In Level Coupon Barrier Level S&P 500ts Index SPX (Approximately 75% (Approximately 75% of Initial Level) of Initial Level) Russell 2000x RTY (Approximately 75% (Approximately ... receive will depend on the individual Amount: performance of each Underlying and whether a Knock-In Event has occurred. For each $1,000 principal amount of securities, the Redemption Amount

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

EFTA01787280Set 10

2016-12-095p1,093w

during the life of the trade for 1.75% premium cost * Gross max payoff if knock-in is triggered: 2.8x (5.0%/1.75%) • Gross max payoff if knock ... outright long financials stocks here. With flat call skew, "appearing" call spreads with upside knock-ins price well. Buy a 1 year XLF call spread for 2.6% premium ... call Sell a 117.5% call with an at-expiry knock-in at 125% (call is not active unless XLF is 125% or higher at expiry) o Total premium

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01787280.pdf

EFTA01787340Set 10

2016-12-094p696w

during the lif= of the trade for 1.75% premium cost * Gross max payoff if knock-in is=triggered: 2.8x (5.0%/1.75%) Gross max payoff if knock ... long finan=ials stocks here. With flat call skew, "appearing" call spread= with upside knock-ins price well. Buy a 1 year XLF call spread for 2.6% premium ... call</=> Sell a 117.5% call with an at-expiry knock-in at 125% (call is not active unless XLF is=125% or higher at expiry) o Total premium

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01787340.pdf

EFTA01378979Set 10

securities, or you may receive nothing, excluding contingent coupons, if any. If a Knock-In Event has occurred, you will be fully exposed to any depreciation in the Lowest Performing ... could lose your entire investment. It is not possible to predict whether a Knock-In Event will occur, and in the event that there is a Knock-In Event ... Coupon Barrier Level on any trading day during an Observation Period or a) Knock-In Level on the Valuation Date, indicating a higher expected risk of loss on the securities

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01378979.pdf

EFTA01132342Set 9

2013-11-265p982w

upside spike and EFTA01132342 downward reversion. We know you've traded risk-reversals and knock-in options in the past. The knock-in puts are compelling to reflect your reversion ... view. Examples below include three iterations of 6mo knock-in puts on the June 2014 contract (currently trades —1.9% below spot). Implied vol is near 10yr lows. Consider a risk ... Please find indicative levels below. Will call you to discuss further. Best Regards, Tazia Knock-In Put Iterations: Indicative levels only, subject to market movement. Source: DB Commodities Structuring

https://www.justice.gov/epstein/files/DataSet%209/EFTA01132342.pdf

EFTA01461144Set 10

2013-11-051p368w

potential upside spike and downward reversion. we know you've traded risk-reversals and knock-in options in the past. The knock-in puts are compelling to reflect your reversion ... view. Examples below include three iterations of 6mo knock-in puts on the June 2014 contract (currently trades —1.9% below spot). Implied vol is near 10yr lows. Consider a risk ... Please find indicative levels below. will call you to discuss further. Best Regards, Tazia Knock-In Put Iterations: Indicative levels only, subject to market movement. Source: DB Commodities Structuring

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01461144.pdf

EFTA01189598Set 9

2013-11-054p761w

potential upside spike and downward reversion. We know you've traded risk-reversals and knock-in options in the past. The knock-in puts are compelling to reflect your reversion ... view. Examples below include three iterations of 6mo knock-in puts on the June 2014 contract (currently trades —1.9% below spot). Implied vol is near 10yr lows. Consider a risk ... Please find indicative levels below. Will call you to discuss further. Best Regards, Tazia Knock-In Put Iterations: Indicative levels only, subject to market movement. Source: DB Commodities Structuring

https://www.justice.gov/epstein/files/DataSet%209/EFTA01189598.pdf

EFTA01378976Set 10

maturity, (iii) the term of the securities is exactly two years and (iv) the Knock-In Level for each Underlying is 75% of the Initial Level of such Underlying ... actual contingent coupon and Knock-In Levels will be determined on the Trade Date. The examples are intended to illustrate hypothetical calculations of only the Redemption Amount ... Coupon Barrier Events that have occurred over the term of the securities, whether a Knock-In Event has occurred and on the Final Level of the Lowest Performing Underlying

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01378976.pdf

EFTA01205445Set 9

2014-03-0715p3,151w

traders agree/like Nav's call here. The 3-month 1.10/1.13 USDCAD, 1.17 knock-in call spread (where that 1.13 short call only exists if USDCAD goes to 1.17 during ... costs 1% of USD notional. I believe the buyer is well compensated for the knock-in component. If USDCAD rises to 1.15 the option payout is 5 big figures ... Classification: For internal use only Jeffrey - Today you bought a USDCAD 1.10/1.13, 1.17 knock-in call spread at 1.1% on $10mm USD notional ($109,995 premium paid). Complete details

https://www.justice.gov/epstein/files/DataSet%209/EFTA01205445.pdf

EFTA01466603Set 10

2013-12-1210p2,191w

Indicative Term Sheet 8 November,2013 2 Year Pivot Target Profit Forward with European Knock-In on USDJPY This is a structured product which involves derivatives. Do not invest ... Indicative Term Sheet 8 November,2013 2 Year Pivot Target Profit Forward with European Knock-In on USDJPY • The return on the transaction is linked to the USDJPY Fix. Fluctuations ... Indicative Term Sheet 8 November,2013 2 Year Pivot Target Profit Forward with European Knock-In on USDJPY Target Profit Target Profit Condition 25.00 big figures

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01466603.pdf

EFTA01552826Set 10

2003-05-3159p9,390w

CALL FX EUROPEAN STYLE OPTION OCT 30, 2003 @ 7.1 KNOCK-IN @ 7.55 XNOKPA-DX-2 NOK PUT USD CALL FX EUROPEAN STYLE OPTION OCT 30, 2003 @ 7.1 KNOCK ... CALL FX EUROPEAN STYLE OPTION OCT 30, 2003 @ 7.1 KNOCK-IN @ 7.55 WRITTEN FX OPTION PUT 35,500,000.00 NOK CALL 5,000,000.00 USD TRADE DATE 04/29/03 ... CALL FX EUROPEAN STYLE OPTION OCT 30, 2003 @ 7.1 KNOCK-IN @ 7.55 WRITTEN FX OPTION PUT 56,800,000.00 NOK CALL 8,000,000.00 USD TRADE DATE 04/29/03

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01552826.pdf

EFTA02011115Set 10

2011-03-223p1,152w

volatility of options close to any rate (whether the strike rate or the knock-in rate) which could lead to their being in the money. Even without that warning ... increased with any purchase which took place when the spot rate was approaching the knock-in rate. 3. Having read the transcripts of the discussions between Ms Wachner ... reality is that the risks involved in buying back options close to the knock-in rate and financing those purchases by the selling of new options with ever more aggressive

https://www.justice.gov/epstein/files/DataSet%2010/EFTA02011115.pdf

EFTA01139635Set 9

2014-01-176p1,242w

Classification: For internal use only Jeffrey - Today you bought a USDCAD 1.10/1.13, 1.17 knock-in call spread at 1.1% on $10mm USD notional ($109,995 premium paid). Complete details ... traders agree/like Nav's call here. The 3-month 1.10/1.13 USDCAD, 1.17 knock-in call spread (where that 1.13 short call only exists if USDCAD goes to 1.17 during ... costs 1% of USD notional. I believe the buyer is well compensated for the knock-in component. If USDCAD rises to 1.15 the option payout is 5 big figures

https://www.justice.gov/epstein/files/DataSet%209/EFTA01139635.pdf

EFTA01466826Set 10

2014-01-2312p1,355w

Classification: For internal use only Jeffrey - Today you bought a USDCAD 1.10/1.13, 1.17 knock-in call spread at 1.1% on $10mm USD notional ($109,995 premium paid). Complete details ... traders agree/like Nav's call here. The 3-month 1.10/1.13 USDCAD, 1.17 knock-in call spread (where that 1.13 short call only exists if USDCAD goes to 1.17 during ... costs 1% of USD notional. I believe the buyer is well compensated for the knock-in component. If USDCAD rises to 1.15 the option payout is 5 big figures

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01466826.pdf

EFTA01205194Set 9

2014-03-078p1,606w

EFTA01205196 Classification: For internat use only Jeffrey - Today you bought a USDCAD 1.1011.13, 1.17 knock-in call spread at 1.1% an S10mm USD notional ($109,995 premium paid). Complete details ... traders agree/like Nav's call here. The 3-month 1.10/1.13 USDCAD, 1.17 knock-in call spread (where that 1.13 short call only exists if USDCAD goes to 1.17 during ... costs 1% of USD notional. I believe the buyer is well compensated for the knock-in component. If USDCAD rises to 1.15 the option payout is 5 big figures

https://www.justice.gov/epstein/files/DataSet%209/EFTA01205194.pdf

EFTA01205236Set 9

2014-03-079p1,722w

Classification: For internal use only Jeffrey - Today you bought a USDCAD 1.10/1.13, 1.17 knock-in call spread at 1.1% on $10mm USD notional ($109,995 premium paid). Complete details ... traders agree/like Nav's call here. The 3-month 1.10/1.13 USDCAD, 1.17 knock-in call spread (where that 1.13 short call only exists if USDCAD goes to 1.17 during ... costs 1% of USD notional. I believe the buyer is well compensated for the knock-in component. If USDCAD rises to 1.15 the option payout is 5 big figures

https://www.justice.gov/epstein/files/DataSet%209/EFTA01205236.pdf

EFTA01831292Set 10

2011-01-073p323w

call-spread (8.70% max return) Short a 92 WTI put, with Knock-In: 71 Cashless We will also have the book open for the Telefonica market plus note on Monday ... call-spread (8.70% max return) Short a 92 WTI put, with Knock-In: 71 Cashless Paul was recommending 50,000 barrels. Let us know what you want to do. Thanks ... call-spread (7.5% max-return) Short a 92 WTI put, with Knock-In: 71 cashless Paul Paul Barrett, CFA Managing Director Global Investment Opportunities Group JPMorgan Private Bank 40W 57th

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01831292.pdf

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Results by Dataset196 total

Set 9

38

Set 10

146

Set 11

12