EFTA01131674Set 9
2015-10-304p761w
European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or - $10mm)
Expiry: Thu 28-Apr-2016 (6m)
Leg 2: European Option ... Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or - $10mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays ... Notional (or '1307,947)
9m
JPY/KRO Forward Ref = 9.5650
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional
https://www.justice.gov/epstein/files/DataSet%209/EFTA01131674.pdf
EFTA01470148Set 10
2013-07-1646p12,699w
DEBT SECURITIES, THE NOTES DO NOT GUARANTEE THE RETURN OF
ANY PORTION OF THE NOTIONAL AMOUNT TO
THE INVESTORS ON THE MATURITY DATE AND DO NOT PAY ANY COUPON ... Guarantor's credit risk, on the Maturity
Date, for each $1,000 Notional Amount of Notes that you hold, you will
receive the
Redemption Amount, which will equal ... difference
between zero and the Commodity Performance, you will lose 1% of the Notional
Amount of your Notes. IF A DOWNSIDE TRIGGER EVENT HAS
OCCURRED ON THE FINAL VALUATION DATE
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01470148.pdf
EFTA00639096Set 9
2015-10-306p1,206w
European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Leg 2: European Option ... Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays ... Notional (or —$307,947)
9m
JPY/KRO Forward Ref = 9.5650
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional
https://www.justice.gov/epstein/files/DataSet%209/EFTA00639096.pdf
EFTA01553802Set 10
2004-05-31102p17,220w
Swaps in Alphabetical Order
Description
WALT DISNEY CO EQUITY SWAP
24,954,900 USD NOTIONAL
JAN 19 2005
DEAL REF f 2353480
SWPBDA-FL-1
N/0 Client
WALT DISNEY ... TOTAL RETURN SWAP
11,920,650 USD NOTIONAL
FEB 14 2005
DEAL REF f 2361214
SWPBDA-FV-9
N/0 Client
INTEREST RATE SWAP
10,000,000 AUD NOTIONAL 3/9/2014 ... Alphabetical Order
Description
continued
Trade Date
INTEREST RATE SWAP
10,000,000 NZD NOTIONAL 3/9/2014
REC:FIXED RATE 6.14% NZD SEMI-ANNUAL
PAY:FLOATING RATE NZD 3 MONTH
BANK BILL
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01553802.pdf
EFTA01434468Set 10
2018-04-135p1,094w
Client Pays USD 1,259,336.86
Value Date 17 April 2018
Notional and Final Exchanges
EUR Notional EUR 1,000,000.00
USD Notional USD 1,232,550.00
Trade Date ... Start Date 17 April 2018
Maturity Date 15 Jan 2028
Client Pays EUR Notional *
5.25% (Ann, Act/Act) First Full Coupon 15 Jan
18 to 15 Jan 19
Client Recs Fixed ... Notional * 3m Libor + 5.05% (Quarterly,
Act/360) First Short Coupon Start Date to 15 Jul 18
EFTA01434468
Xavier Avila
Managing Director I Key Clients Partners
Wealth Management Americas
Deutsche Bank Securities
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434468.pdf
EFTA01534268Set 10
2010-05-0198p9,378w
Client
SWPBDE-JB-1
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE-TJ-3
LONG TOTAL ... RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-WG-5
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 112.10
NUMBER ... 05/01/10
5/4
Receipt of Assets
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
JPMORGAN CHASE BANK
TRADE DATE 04/29/10
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01534268.pdf
EFTA00295614Set 9
2012-12-3152p16,979w
Autobytel Inc. - 65,865 ref quantity, maturing 05/06/2015
USD-FED-EFFECTIVE based spread on notional (35,574) (0.04)
(concluded)
See notes to consolidated financial slalcmcnts.
EFTA00295632
CCM MASTER QUALIFIED FUND ... described more fully in note 3. Derivative financial instruments are generally based
upon notional values. Notional values are not recorded on the consolidated statement of assets and liabilities,
but rather ... utilized solely as a basis for determining future cash flows to be exchanged. Therefore, notional
amounts provide a measure of the Company's involvement with such instruments
https://www.justice.gov/epstein/files/DataSet%209/EFTA00295614.pdf
EFTA01533678Set 10
2010-05-0199p9,373w
Client
SWPBDE-JB-1
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE-TJ-3
LONG TOTAL ... RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE-WG-5
SX5E DIVIDEND SWAP
FIXED STRIKE EUR 112.10
NUMBER ... 05/01/10
5/4
Receipt of Assets
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
JPMORGAN CHASE BANK
TRADE DATE 04/29/10
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01533678.pdf
EFTA01538219Set 10
2010-09-0171p6,848w
Assets Detail
Cost
Quantity
Swaps
LONG TOTAL RETURN SWAP
EFTA01538245
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE ... 8/1/10 to 8/31/10
Cost
Quantity
Swaps
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE ... 08/01/10
8/5
Misc. Disbursement
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
AS OF 08/04/10
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01538219.pdf
EFTA00650438Set 9
2016-03-046p1,069w
European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.12
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European ... Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.091
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays ... European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.13
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European
https://www.justice.gov/epstein/files/DataSet%209/EFTA00650438.pdf
EFTA01538290Set 10
2010-09-0171p6,848w
Assets Detail
Cost
Quantity
Swaps
LONG TOTAL RETURN SWAP
EFTA01538316
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
N/O Client
SWPBDE ... 8/1/10 to 8/31/10
Cost
Quantity
Swaps
LONG TOTAL RETURN SWAP
3,208,420 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APRIL 28 2011 DEAL 5499085
N/O Client
SWPBDE ... 08/01/10
8/5
Misc. Disbursement
LONG TOTAL RETURN SWAP
4,775,970.00 USD NOTIONAL
GOLDMAN SACHS GRP INC
MAT APR 29 2011 DEAL 5508960
SWAP RESET PAYMENT
AS OF 08/04/10
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01538290.pdf
Premium:
SOFL Pays 3.53% of JPY Notional
9m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry ... Premium: 6.07% of JPY Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry ... Premium: -2.20% of JPY Notional
Net Premium:
SOFL Pays 3.88% of JPY Notional
Um
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386972.pdf
EFTA01137077Set 9
29p14,307w
idea that Stravinsky was considered a "fine writer" that surely irritated
Nabokov. Such a notion revealed a familiar philistinism and stupidity, not entirely
unrelated to the evils of poshlose, Nabokov ... with Russia under communism was
comparatively nuanced. During the years he flirted with Eurasianist notions,
Stravinsky observed, "Now Russia has seen only conservatism, without renewal or
revolution without tradition ... than a story.41 Nabokov's ideal reader is asked to jettison the common sense
notion of language as representational or corresponding to an external reality. A
different sort of precision
https://www.justice.gov/epstein/files/DataSet%209/EFTA01137077.pdf
EFTA02444849Set 11
152p72,123w
inquiry orbited around this dyad and
universe, so too is the modern notion were tightly constrained by it. Over the
that the human brain is a solitary, past three centuries ... implications
of the selfish gene hypothesis for Homo
sapiens. He shows how the notion of the
selfish gene has been joined with
political theory, consumerism, and
economics to produce ... united we stand, divided individual members. This phenomenon
we fall" was supplanted by the notion can be called "emergent," because the
that what is best for the me is best
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02444849.pdf
EFTA01434905Set 10
2018-08-094p779w
CYES, which prefers moderate equity market
gyrations and range trading, was +0.36% on notional for the month and is
-0.79% YTD; -1.15% on a trailing 12-month basis ... client returns may differ depending on when they
started or based on changes in notional levels along the way.
July was the 4th straight positive month for CYES, during which ... risk: Market and
collateral agnostic.
Maximum potential loss in any given month —5% of notional value (program
size).
Conservative ongoing risk management.
Provides daily liquidity with no lock
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434905.pdf
EFTA00832606Set 9
2016-03-045p821w
European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.12
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European ... Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.075
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays ... European Option Call
SOFL sells European EUR Call on EUR/USD
Strike: 1.13
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European
https://www.justice.gov/epstein/files/DataSet%209/EFTA00832606.pdf
EFTA00832618Set 9
2016-03-047p918w
European Option Call
EFTA00832619
SOFL sells European EUR Call on EURIUSD
Strike: 1.12
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement ... European Option Put
SOFL buys European EUR Put on EUR/USD
Strike: 1.075
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL ... European Option Call
SOFL sells European EUR Call on EURIUSD
Strike: 1.13
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Leg 2: European
https://www.justice.gov/epstein/files/DataSet%209/EFTA00832618.pdf
EFTA01203944Set 9
2014-05-207p1,603w
USDcINRp as of 8128113 = $51k premium vs. $1mm notional
EFTA01203945
for explanation.
Screen Printed
Asset - 91) Actions 93 Products - 93 Views - 94 Data & Settings - opnon valuation
371 (Premium ... 05/30/14 ► Gamma USD Id 22 779.35
Strike 68.8200 4.11% OTMF Vega 3 257.14
Notional USD Lk 1,000,000.00
Model Black-Scholes 2.
II Results
Price
Premium
Prem date
Delta ... Fledge
9moATM USDcINRp as of 5/20/13 = $16.6k premium vs. $1mm notional
,ICHELP > for explanation.
Screen Printed
lumminrri nktiOnS— r - 93 Products - 93 Views 94 Data & Settings - Option Valuation
https://www.justice.gov/epstein/files/DataSet%209/EFTA01203944.pdf
EFTA01434838Set 10
2018-06-054p709w
rebounded strongly in April after a
challenging first quarter. The CYES was +0.96% on notional for the month
and is -1.45% YTD; -1.35% on a trailing 12-month basis ... risk: Market and
collateral agnostic.
Maximum potential loss in any given month —5% of notional value (program
size).
Conservative ongoing risk management.
Provides daily liquidity with no lock ... inception (including 2008, 2009, 2010,
2011, 2012, 2015, 2016, 2017).
Best year +3.6% on notional; worst year -0.7% on notional.
Monthly return distribution (66% positive; 34% negative).
Best month
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434838.pdf