Epstein Files Search

EFTA00631131Set 9

2015-01-304p761w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%209/EFTA00631131.pdf

EFTA01472059Set 10

2015-01-306p752w

quanto USD Dispersion Basket: SPX, EEM, SX5E, HSCEI, NKY Expiry: 18 Dec 2015 EFTA01472062 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472059.pdf

EFTA01365708Set 10

2014-10-071p474w

Client buys CMS curve cap on SslOs in USD Expiry 1 year CMS SslOs Strike ATMF (54.5bps) CMS SslOs Spot 71bps upfront premium offer (mid): 15bps (13.5bps) Terminal

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365708.pdf

EFTA01409658Set 10

2014-10-145p852w

Client buys CMS curve cap on 5slOs in USD Expiry 1 year CMS 5slOs Strike ATMF (54.5bps) CMS 5slOs Spot 71bps Upfront premium offer (mid): 15bps (13.5bps) Terminal

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

EFTA01462279Set 10

2014-10-141p367w

Client buys CMS curve cap on 5s10s in USD Expiry 1 year CMS 5s10s Strike ATMF (54.5bps) CMS 5s10s Spot 71bps Upfront premium offer (mid): 15bps (13.5bps) Terminal

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

EFTA01145686Set 9

2014-10-143p833w

Client buys CMS curve cap on 5s10s in USD Expiry 1 year CMS 5s10s Strike ATMF (54.5bps) CMS 5s10s Spot 71bps Upfront premium offer (mid): 15bps (13.5bps) Terminal

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

EFTA01421812Set 10

2015-01-304p533w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SX5E, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01421812.pdf

EFTA01432580Set 10

2015-01-304p476w

quanto USD Dispersion Basket: SPX, EEM, SX5E, HSCEI, NKY EFTA01432581 Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01432580.pdf

EFTA01385135Set 10

1p256w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385135.pdf

EFTA01140073Set 9

2015-01-293p455w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%209/EFTA01140073.pdf

EFTA01139516Set 9

2015-01-292p363w

Dispersion, quanta USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%209/EFTA01139516.pdf

EFTA01460936Set 10

1p186w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01460936.pdf

EFTA01361917Set 10

2015-01-291p296w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional' max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01361917.pdf

EFTA01456541Set 10

1p157w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456541.pdf

EFTA01456546Set 10

1p160w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456546.pdf

EFTA01472039Set 10

2015-01-293p307w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SX5E, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472039.pdf

EFTA01456529Set 10

1p180w

Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average Realized Dispersion = Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456529.pdf

EFTA01456539Set 10

1p158w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456539.pdf

EFTA01456549Set 10

1p209w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SXSE, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456549.pdf

EFTA01400488Set 10

2015-01-293p290w

Dispersion, quanto USD Dispersion Basket: SPX, EEM, SX5E, HSCEI, NKY Expiry: 18 Dec 2015 Strike: ATMF (11.2%) Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01400488.pdf