EFTA01436635Set 10
2018-04-134p1,052w
Size(bio) Maturity Type Clean Price Bond Coupon Basis Last
Coupon Next Coupon Fixed (Semi,30/360) Floating (Q, Act/360)
ARGENT 5 ; 01/11/28 Corp US040114HQ69 USD 4.20 11-Jan-28 Bullet ... Semi, 30/360 11-Jan-18 11-Jul-18 6.48% 3.68%
ARGENT 5 la 01/15/28 Corp XS1715303779 EUR 1.00 15-Jan-28 Bullet 100.45%
5.25% Ann, Act/Act ... ARGENT 7.82 12/31/33 Corp XS0205545840 EUR 2.20 31-Dec-33 Amortizing 114.25%
7.82% Semi, 30/360 31-Dec-17 29-Jun-18 9.30% 6.30%
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Cross
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436635.pdf
EFTA01434468Set 10
2018-04-135p1,094w
Size(bio) Maturity Type Clean Price Bond Coupon Basis Last
Coupon Next Coupon Fixed (Semi,30/360) Floating (Q, Act/360)
ARGENT 5 ; 01/11/28 Corp US040114HQ69 USD 4.20 11-Jan-28 Bullet ... Semi, 30/360 11-Jan-18 11-Jul-18 6.48% 3.68%
ARGENT 5 la 01/15/28 Corp XS1715303779 EUR 1.00 15-Jan-28 Bullet 100.45%
5.25% Ann, Act/Act ... ARGENT 7.82 12/31/33 Corp XS0205545840 EUR 2.20 31-Dec-33 Amortizing 114.25%
7.82% Semi, 30/360 31-Dec-17 29-Jun-18 9.30% 6.30%
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Cross
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434468.pdf
EFTA01435594Set 10
2018-04-103p882w
Size(bio) Maturity Type Clean Price Bond Coupon Basis Last
Coupon Next Coupon Fixed (Semi,30/360) Floating (Q, Act/360)
ARGENT 5 01/11/28 Corp US040114HQ69 USD 4.20 11-Jan-28 Bullet ... Semi, 30/360 11-Jan-18 11-Jul-18 6.48% 3.68%
ARGENT 5 /
1
4 01/15/28 Corp XS1715303779 EUR 1.00 15-Jan-28 Bullet 100.45%
5.25% Ann, Act/Act ... ARGENT 7.82 12/31/33 Corp XS0205545840 EUR 2.20 31-Dec-33 Amortizing 114.25%
7.82% Semi, 30/360 31-Dec-17 29-Jun-18 9.30% 6.30%
Cross Currency Prices
1) EUR ARGENT
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01435594.pdf
ISIN CCY Size(bio) Maturity Type Ba,is (Q,
Price Con pun Coupon Coupon (Semi,30/360)
Act/360)
ARGENT
5% 1I-Jan- Semi, 11-Jan- 11-Jul-
US040114HQ69 USD 4.20 Bullet ... Coupon Swap Start
to 15 Apr 18
Client Recs Fixed USD Notional * [ 7.90%J (Semi, 30/360) First Short Coupon Swap
Start to 15 Jul 18
2) EUR ARGENT 2033
Notional ... Swap Start T+2bd
Swap End 31Dec 2033
Client Pays EUR Notional • 7.82% (Semi, 30/360) First Full Coupon 31 Dec 17 to 29
Jun 18
Client Receives EUR Notional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388210.pdf
Client Pays EUR Notional • 7.82% (Semi, 30/360) First Full Coupon 31 Dec 17 to 29
Jun 18
Client Receives EUR Notional • 14.50% Upfront (Difference between Dirty Price and Par)
Client ... Coupon Swap Start
to 29 Jun 18
Client Recs Fixed USD Notional • [ 9.30% I (Semi, 30/360) First Short Coupon Swap Start to 29 Jun
18
Set Date Pay Date ... Notional % Factor % EUR Notional EUR Amortization Coupon (Semi, 30/360) Coupon
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387022.pdf