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oves... EUR swap rates are up dramatically and markets are fluid - the pricing below is as of last nights close. Trade Rationale: • Yields in the Eurozone have fallen since the start of 2014, and the commencement of the ECB's 1.1 trillion EUR quantitative easing program in March has fueled the decline
s. In addition, for the 1y CMS cap struck at 1.00%, we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) Chart 1 (time series of European rates) beljcid:image004.jpg@Ol D08273.86[378850 EFTA00857857 Indicative Transaction Terms: Cl
ves... EUR swap rates are up dramatically and markets are fluid - the pricing below is as of last night's close. Trade Rationale: • Yields in the Eurozone have fallen since the start of 2014, and the commencement of the ECB's 1.1 trillion EUR quantitative easing program in March has fueled the decline
s. In addition, for the 1y CMS cap struck at 1.00%. we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) Chart 1 (time series of European rates) EFTA00858049 Rcid:image004.jpg(0101D08273.86B78B50 Indicative Transaction Terms: Clien
ves... EUR swap rates are up dramatically and markets are fluid - the pricing below is as of last night's close. Trade Rationale: • Yields in the Eurozone have fallen since the start of 2014, and the commencement of the ECB's 1.1 trillion EUR quantitative easing program in March has fueled the decline
s. In addition, for the 1y CMS cap struck at 1.00%. we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) Chart 1 (time series of European rates) EFTA00858044 Rcid:[email protected] Indicative Transaction Terms: Client
ves... EUR swap rates are up dramatically and markets are fluid - the pricing below is as of last night's close. Trade Rationale: • Yields in the Eurozone have fallen since the start of 2014, and the commencement of the ECB's 1.1 trillion EUR quantitative easing program in March has fueled the decline
s. In addition, for the 1y CMS cap struck at 1.00%. we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) Chart 1 (time series of European rates) EFTA00858199 Rcid:[email protected] Indicative Transaction Terms: Client
ves... EUR swap rates are up dramatically and markets are fluid - the pricing below is as of last night's close. Trade Rationale: • Yields in the Eurozone have fallen since the start of 2014, and the commencement of the ECB's 1.1 trillion EUR quantitative easing program in March has fueled the decline
. In addition, for the 1 y CMS cap struck at 1.00%. we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0071064 CONFIDENTIAL SDNY_GM_00217248 EFTA01375552
ves... EUR swap rates are up dramatically and markets are fluid - the pricing below is as of last night's close. Trade Rationale: • Yields in the Eurozone have fallen since the start of 2014, and the commencement of the ECB's 1.1 trillion EUR quantitative easing program in March has fueled the decline
. In addition, for the 1 y CMS cap struck at 1.00%. we have included a terminal payout diagram and a chart showing the strike and breakeven level on the 30yr EUR Swap 1 year chart (Chart 2) Chart 1 (time series of European rates) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0044302 CONFIDENTIAL SDNY_GM_00
Entities connected to both Eurozone and the 30yr EUR Swap 1 year

Jeffrey Epstein
PERSON
Paul Morris
PERSONDeutsche Bank Securities Inc.
ORGANIZATION
Richard Kahn
PERSONVahe Stepanian
PERSON
Daniel Sabba
PERSON
Ariane de Rothschild
PERSONSingle Look
ORGANIZATIONCMS Caps
ORGANIZATION
Ariane Dwyer
PERSON
Martha Stewart
PERSON
Dwyer
PERSONMobil
ORGANIZATION