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EFTA01407495Set 10

2015-04-134p645w

Subject: RE: Portfolio Protection Idea - SPX Puts Contingent on lOy USD Swap Rates [C] From: Stewart Oldfield Date: Mon, 13 Apr 2015 16:19:11 -0400 To: Paul Morris ‹ > Classification ... Stewart Oldfield Subject: FW: Portfolio Protection Idea - SPX Puts Contingent on lOy USD Swap Rates [C] Classification: Confidential What do u think? Paul Morris Managing Director Deutsche Bank Private Bank ... Ariane Dwyer; Paul Morris; Richard Kahn Subject: Portfolio Protection Idea - SPX Puts Contingent on lOy USD Swap Rates [C] EFTA01407495 Classification: Confidential Jeffrey — we wanted to highlight this transaction

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01407495.pdf

EFTA01433332Set 10

2015-04-133p574w

Subject: FW: Portfolio Protection Idea - SPX Puts Contingent on lOy USD Swap Rates [C] From: Paul Morris ‹ > Date: Mon, 13 Apr 2015 16:06:34 -0400 To: Stewart Oldfield ‹ > Classification ... Ariane Dwyer; Paul Morris; Richard Kahn Subject: Portfolio Protection Idea - SPX Puts Contingent on lOy USD Swap Rates [C] Classification: Confidential Jeffrey — we wanted to highlight this transaction. I particularly ... like the a ly 105%/95% SPX Put Spread contingent on lOy constant maturity swap > 3% at expiry explained below. Transaction rationale: Many investors have benefited of the secular bull

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01433332.pdf

EFTA02357177Set 11

2013-12-102p1,031w

From: Sent: Tuesday, December 10, 2013 1:03 AM To: jeevacation@gmail.com Harry Loy Anderson Jr., y=ungest bank president, dies at 70 'Happy Harry Loy led=the Worth Avenue National ... Relat=d View Larger <http://media.cmgdigital=com/shared/R/It_cache/thumbnail/960/img/photos/2013/12/09/b3/38/MDN1- UDAN=ERSON1210.BIN.jpg> =/span> Greer Gattuso H. Loy and Inger Anderson chttp://media.cmgdigital=com/shared/Itfit_cache/thumbnail/960/img/photos/2013/12/09/d2/04/SHij0224=10.jpg> Uma Sanghvi H. Loy Anderson Jr. By Shannon Donnelly ... /staff/shannon-donnelly/> and David Rogers <http://www.pal=beachdailynews.com/staff/david-rogers/> Daily News Society Editor=/div> Harry Loy=Anderson Jr., a longtime Palm Beach resident who became the youngest bank =resident

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02357177.pdf

EFTA01468447Set 10

2014-04-219p1,675w

sizes - Nav [C] ect: Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468447.pdf

EFTA01468488Set 10

2014-04-2310p1,750w

sizes - Nav [C] ect: Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468488.pdf

EFTA01468434Set 10

2014-04-217p1,474w

sizes - Nav [C] ect: Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468434.pdf

EFTA01468456Set 10

2014-04-217p1,713w

suggested sizes Nav [C] Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468456.pdf

EFTA01468441Set 10

2014-04-216p1,574w

sizes - Nav [C] Classification: Confidential EFTA01468442 Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468441.pdf

EFTA01468428Set 10

2014-04-156p1,341w

sizes - Nav [C] EFTA01468428 Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468428.pdf

EFTA01468463Set 10

2014-04-2111p1,824w

EFTA01468467 Classification: Confidential Jeffrey, Updated prices and proposed sizes. 1. Buy lOy BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here 3.125% YTM and suggest work ... trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468463.pdf

EFTA01468498Set 10

2014-04-2316p2,344w

points, rather than paying decay while it goes nowhere 2. buy a lOy call with an ITM american style knockout which a) has some gamma and b) decays positively ... nothing happens je indicated lOy options arent his thing. also, the option he bought has already decayed. he can rescue whats left (40-50k) or let it expire. given ... Classification: Confidential EFTA01468506 Jeffrey, Updated prices and proposed sizes. 1. Buy ley BTP (March2024). lOy yield is 5bp lower today. I still like eur2mm here 3.125% YTM and suggest work

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01468498.pdf

EFTA01447173Set 10

trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS 0 3.16% - This is a 3-6mth 'buy the rumour sell the fact ... history when there was no QE. while It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have ... lOy BTPS in my portfolio both for the duration and spread compression potential. I prefer lOy over Sy because the recent nearly parallel spread compression has left 5s10s steep relative

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01447173.pdf

EFTA01453745Set 10

trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have ... lOy BTPs in my portfolio both for the duration and spread compression potential. I prefer lOy over 5y because the recent nearly parallel spread compression has left SslOs steep relative

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453745.pdf

EFTA01398382Set 10

2019-01-108p1,398w

March 5mm swap Amir Weissfisch Shahin Ahdieh 03/20/18 12/01/28 NY imp" 0 5000 lOy GBO March MC2 Holdings LLC Freddy Menjivar MIA 20mm lOy swap 03/20/18 03/28/28 20000000 175000 'aleah ... Swap 04/06/18 23 10000000 81400 April Southern Financial LLC .4113 Terri Sohrab NY lOy xccy asset swap 04/13/18 01/15/28 1232550 18488.25 May Wealth Properties Inc Ed Lok SF Swap unwind ... 05/07/18 05/09/18 8000000 4000 May Southern Financial LLC Terri Sohrab NY lOy xccy asset swap (XS1715303779) 05/10/18 05/14/18 1232550 2000 May Southern Financial LLC Terri Sohrab NY 2y 10y2y Curve

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01398382.pdf

EFTA01470887Set 10

2014-09-114p804w

swap rate (JYSW10) The 2nd chart is the ly implied volatility into lOy swaps (1y10y swaption vol, Bloomberg ticker JYSNO110 index) As yields declined the cost of buying payers swaptions ... running. b/even approx 1.30% Max loss in each case is premium paid. Japan lOy swap rate is 0.665% (10y history) (Embedded image moved to file: pic19352.gif) Add: Used with Permission ... Bloomberg Finance LP. ly Implied Volatility into lOy Yen Swaps (5yr history) (Embedded image moved to file: pic30261.gif) Used with Permission of Bloomberg Finance LP. EFTA01470888 lyfwd lOy swap rate

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01470887.pdf

EFTA01453846Set 10

trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS 0 3.16% - This is a 3-6mth 'buy the rumour sell the fact ... history when there was no QE. While It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have ... lOy BTPs in my portfolio both for the duration and spread compression potential. I prefer lOy over Sy because the recent nearly parallel spread compression has left SslOs steep relative

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453846.pdf

EFTA01453761Set 10

trades - 3 I like right now and 1 for now or soon. 1) BUY lOy BTPS @ 3.16% - This is a 3-6mth 'buy the rumour sell the fact' tactical ... yielding 3.16% (164bp over 10Y German Bunds) I'd still have 5-10mm lOy BTPs in my portfolio both for the duration and spread compression potential. I prefer lOy ... when equities recover i think credit continues to tighten Yields of 10Y Italy, lOy Germany and the Yield Spread (Embedded image moved to file: pic06816.gif) 2) Tactically position for higher

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453761.pdf

EFTA01405764Set 10

2015-09-04147p21,516w

look at repricing Fed Further rally via Fed delay benefits 2yly rate 5y rate, lOy forward is historically rich versus 5y rate, 5y forward and 5y rate, 15yfoward Risk ... plus fx reserves yoy 20061 Source: Bloomberg Finance LP and Deutsche Bank lOy ... Source: Deutsche Bank 3m 6m ly 2y 5y 7y lOy 30Y Tenors/10Y Tenors Mean Last ly 2y 5y 7y EFTA01405884 lOy 2Y Tenors/10Y Tenors Mean Last DGX DVX (right

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01405764.pdf

EFTA00518408Set 9

2019-06-0517p2,477w

iMessage [3] 2019-06-05 17:55:47 C Sender: Self Participants: Karin ( ), Self ( ) Loy you iMessage [1] 2019-06-05 17:55:47 UTC Sender: Self Participants: Karin ( ), Self ... Loy you iMessage [1] 2019-06-05 17:55:47 C Sender: Self Participants: Karin ( ), Self ( ) Loy you iMessage [2] 2019-06-05 17:55:47 C Sender: Self Participants ... Karin ( ), Self ( ) Loy you iMessage [4] 2019-06-05 17:56:20 (UTC) Sender: Self ( Participants: Jeffrey ( ) ) Love you!!!! iMessage [4] 2019-06-05 17:56:20 UTC Sender: Self

https://www.justice.gov/epstein/files/DataSet%209/EFTA00518408.pdf

EFTA01453860Set 10

history when there was no QE. while It's hard to get excited about lOy BTPs yielding 3.16% (164bp over 10Y German Bunds) I'd still have ... lOy BTPs in my portfolio both for the duration and spread compression potential. I prefer lOy over Sy because the recent nearly parallel spread compression has left 5slOs steep relative ... when equities recover i think credit continues to tighten Yields of 10Y Italy, lOy Germany and the Yield Spread (Embedded image moved to file: pic09696.gif) 2) Tactically position for higher

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01453860.pdf