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Corpus: 1990-03-17 – 2025-12-01

October 2014

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Results by Dataset4 total

Set 9

Set 10

4 results for “"Rate-Strike,0"”

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EFTA01462279Set 10

2014-10-141p367w

premium offer (mid): 15bps (13.5bps) Terminal Payout: Notional*Max (CMS 5s105 Terminal Rate-Strike, 0) Settlement: Cash Trade Rationale and Implementation: o Potential catalysts for steepening in the short ... maximum downside is the premium paid. The terminal payout is NotionaffMax(Terminal Rate-Strike,0) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 124757 CONFIDENTIAL SDNY

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462279.pdf

EFTA01145686Set 9

2014-10-143p833w

premium offer (mid): 15bps (13.5bps) Terminal Payout: Notional*Max (CMS 5s10s Terminal Rate-Strike, 0) Settlement: Cash Trade Rationale and Implementation: • Potential catalysts for steepening in the short term ... maximum downside is the premium paid. The terminal payout is NotionarMax(Terminal Rate-Strike,0) • Because forwards are currently inverted, clients are able to purchase options with a higher positive

https://www.justice.gov/epstein/files/DataSet%209/EFTA01145686.pdf

EFTA01409658Set 10

2014-10-145p852w

premium offer (mid): 15bps (13.5bps) Terminal Payout: Notional*Max (CMS 5slOs Terminal Rate-Strike, 0) Settlement: Cash Trade Rationale and Implementation: Potential catalysts for steepening in the short term ... maximum downside is the premium paid. The terminal payout is Notional*Max(Terminal Rate-Strike,0) Because forwards are currently inverted, clients are able to purchase options with a higher

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01409658.pdf

EFTA01365708Set 10

2014-10-071p474w

premium offer (mid): 15bps (13.5bps) Terminal Payout: Notional*max (CMS SS1OS Terminal Rate-strike, 0) Settlement: Cash Trade Rationale and Implementation: Potential catalysts for steepening in the short term ... maximum downside is the premium paid. The terminal payout is Notional"Max(Terminal Rate-Strike,0) Because forwards are currently inverted, clients are able to purchase options with a higher