EFTA01201806Set 9
2014-10-2910p1,645w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcom®DBAMERICAS. Richard Kahn
Dale: 10/29/2014 08:43 AM
Subject: Re: IC)
EFTA01201807
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential ... SMAVG (15) 60460.867 0-0.2M
MCI
Dec Mar Jun Sep
2013 2014
VWAP from time of Order Entry: $24.0117
EFTA01201809
IC 5.8 12/31/49 $ 124.075 +.168 N24.070/24.0901 3 x1 EXCI
https://www.justice.gov/epstein/files/DataSet%209/EFTA01201806.pdf
EFTA01201759Set 9
2014-10-299p1,453w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcorn@DBAMERICAS. Richard Kahn < :>,
Date: 10/29/2014 08:43 AM
Subject: Re: [C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential
Good ... FESMAVG (15) 60460.867 0.211
Dec far Jun Sep
2013 2014
f.
VWAP from time of Order Entry: 524.0117
C 5.8 12/31/49 $ J 24.075 +.168 N24.070/24.0901 3x1 EXCF
https://www.justice.gov/epstein/files/DataSet%209/EFTA01201759.pdf
EFTA01201841Set 9
2014-10-2911p1,773w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcorn@DBAMERICAS. Richard Kahn e.
Date: 10/29/2014 08:43 AM
Subject: Re: IC)
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential ... Volume 78687.000 0.4M
SMAVG (15) 60460.867
Dec Mar Jun Sep
2013 I 2014
VWAP from time of Order Entry: 524.0117
IC 5.8 12/31/49 $ 1 24.075 +.168 N24.070 /24.090T
https://www.justice.gov/epstein/files/DataSet%209/EFTA01201841.pdf
EFTA01201744Set 9
2014-10-299p1,433w
Tazia Smi0ldbldbcam@DBAMERICAS. Richard Kahn
Dale: 10129/2014 08:43 AM
Subject: Re: IC]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential
Good ... imelitikattiolumbhisilmiu 78687.000
Dec Mar Jun Sep
2013 2014
VWAP from time of Order Entry: $24.0117
EFTA01201746
IC 5.8 12/31/49 $ 124.075 +.168 N24.070/24.0901 3 x1 EXCI ... EP044023 Pfd a nges VWAP
10:56 10 28/14 Price Filter Calculation Bloomber. Definition M rr
14:23 10 28 14 Vol Filter Amount @ Part%
[Calculation (Price) I I VWAP
https://www.justice.gov/epstein/files/DataSet%209/EFTA01201744.pdf
EFTA01201785Set 9
2014-10-2910p1,619w
Classification: Confidential
EFTA01201785
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcom@DBAMERICAS. Richard Kahn
Date: 10/29/2014 08:43 AM
Subject: Re: [C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential
Good ... Volume 78687.000 0.4M
SMAVG (15) 60460.867
Dec Mar Jun Sep
2013 I 2014
VWAP from time of Order Entry: 524.0117
IC 5.8 12/31/49 $ 1 24.075 +.168 N24.070 /24.090T
https://www.justice.gov/epstein/files/DataSet%209/EFTA01201785.pdf
EFTA01118823Set 9
2011-01-259p3,179w
Avenge Price (the "VIVA? Price")
per Share on the Valuation Date, minus USD 0.05.
VWAP Price: In respect of the determination of a Final Price or a
Relevant Price ... based on such sources as it deems
appropriate. For the avoidance of doubt, the VWAP Price
will be what is frequently referred to as the "compo
site
VWAP" which ... determination of a Final Price or
a
Relevant Price which is a VWAP Price, the followin
g
additional amendments shall be made to the Equity
Definitions,
(a) Section
https://www.justice.gov/epstein/files/DataSet%209/EFTA01118823.pdf
enhances the ability to scale the strategy.
Price Data: All listed equity prices are VWAP prices for the day. Index and credit data is based on close
prices. We view ... VWAP as the true price where a position of size can realistically be expected to be
transacted at. An added benefit, by committing to a certain size VWAP order ... have
seen half a trading interval occur, we can calculate the probability of where VWAP will be end of day,
which is the price that inputs into the system
https://www.justice.gov/epstein/files/DataSet%209/EFTA00292767.pdf
EFTA01401085Set 10
2014-10-2912p1,001w
EFTA01401085
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting
this bid. Suggest we work just 30-50k shares total ... know.
From: "jeffrey E."
<jeevacation@gmail.com>
To:
Date: 10/29/2014 08:43
AM
Subject: Re:
[C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential ... done on 200k in one day.
Tazia
(Embedded image moved to file: pic22867.gif)
VWAP from time of Order Entry: $24.0117
(Embedded image moved to file: pic28990.gif)
(Embedded image moved
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01401085.pdf
EFTA01413225Set 10
2014-10-2911p987w
Oldfield
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting
this bid. Suggest we work just 30-50k shares total ... Tazia Smith Richard Kahn
Date: 10/29/2014 08:43
AM
Subject: Re:
[C]
EFTA01413225
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith wrote:
Classification: Confidential
Good ... done on 200k in one day.
Tazia
(Embedded image moved to file: pic22404.gif)
VWAP from time of Order Entry: $24.0117
(Embedded image moved to file: pic11204.gif)
(Embedded image moved
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01413225.pdf
EFTA01403241Set 10
2014-10-2914p1,248w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting
this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcom@DBAMERICAS, Richard Kahn
Date: 10/29/2014 08:43
AM
Subject: Re:
[C]
EFTA01403244
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith wrote:
Classification: Confidential ... done on 200k in one day.
Tazia
(Embedded image moved to file: pic10478.gif)
VWAP from time of Order Entry: $24.0117
(Embedded image moved to file: pic28176.gif)
EFTA01403247
(Embedded image moved
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01403241.pdf
EFTA00679235Set 9
2014-10-2910p1,193w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcom®DBAMERICAS. Richard Kahn
Date: 10/2972014 08:43 AM
Subject: Re: IC)
EFTA00679236
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential ... more aggressive. Not enough volume to get done on
200k in one day.
Tazia
VWAP from time of Order Entry: $24.0117
EFTA00679238
Tazia Smith
Director I Key Client Partners
https://www.justice.gov/epstein/files/DataSet%209/EFTA00679235.pdf
EFTA01421255Set 10
2014-10-298p926w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting
this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/-
Richard Kahn , Date: 10/29/2014
EFTA01421255
08:43 AM Subject: Re: [C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith wrote:
Classification: Confidential
Good ... aggressive. Not enough volume to get done on 200k in one day.
Tazia
EFTA01421257
VWAP from time of Order Entry: $24.0117
Tazia Smith
Director I Key Client Partners
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01421255.pdf
EFTA01411791Set 10
2014-10-299p1,015w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting
this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/-
dbcom@DBAMERICAS, Richard Kahn , Date: 10/29/2014
08:43 AM Subject: Re: [C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith wrote:
Classification: Confidential ... more
aggressive. Not enough volume to get done on 200k in one day.
Tazia
VWAP from time of Order Entry: $24.0117
Tazia Smith
Director I Key Client Partners
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01411791.pdf
EFTA01400862Set 10
2014-10-298p849w
Oldfield
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting
this bid. Suggest we work just 30-50k shares total ... jeevacation@ mail.com> To:
Richard Kahn , Date: 10/29/2014
08:43 AM Subject: Re: [C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith wrote:
Classification: Confidential
Good ... more
aggressive. Not enough volume to get done on 200k in one day.
Tazia
VWAP from time of Order Entry: $24.0117
Tazia Smith
Director I Key Client Partners
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01400862.pdf
EFTA00999783Set 9
2014-10-2910p1,091w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total on
EFTA00999783 ... Tazia Smith/db/dbcom@DBAMERICAS. Richard Kahn
Date: 10/29/2014 08:43 AM
Subject: Re: [C]
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential
Good ... aggressive. Not enough volume to get done on
200k in one day.
Tazia
EFTA00999785
VWAP from time of Order Entry: $24.0117
EFTA00999786
Tazia Smith
Director I Key Client Partners
https://www.justice.gov/epstein/files/DataSet%209/EFTA00999783.pdf
EFTA00999773Set 9
2014-10-299p1,041w
Classification: Confidential
Jeffrey - done on 14,900 at 24.19. The size of the vwap order is lifting this bid. Suggest we work just 30-50k shares total ... Tazia Smith/db/dbcorn@DBAMERICAS. Richard Kahn
Dale: 10/29/2014 08:43 AM
Subject: Re: IC)
vwap ok
On Wed, Oct 29, 2014 at 8:39 AM, Tazia Smith < > wrote:
Classification: Confidential
EFTA00999773 ... aggressive. Not enough volume to get done on
200k in one day.
Tazia
WA'
VWAP from time of Order Entry: $24.0117
EFTA00999775
Tazia Smith
Director Key Client Partners
https://www.justice.gov/epstein/files/DataSet%209/EFTA00999773.pdf