Epstein Secrets

From: Paul Morris < To: [email protected] <[email protected]> Subject: Re: Higher rates in Europe - timely [C] Date: Thu, 30 Apr 2015 23:10:54 +0000 Inli

) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y ;:cid:[email protected] Chart 2 (EUR 30y swap rates and breakeven for the 1y CMS cap struck at 1.00%,) EFTA00857858 L,,,:,'

From: Daniel Sabba To: "jeffrey E." <[email protected]> CC: Paul Morris , Vahe Stepanian , Ariane Dwyer , Richard Kahn Subject: RE: Higher rates in Europe - timely [C] Date: Thu, 30 Apr 2015 13:06:19 +0000 Inline-I

) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y pFid:[email protected] EFTA00858050 Chart 2 (EUR 30y swap rates and breakeven for the ly CMS cap struck at 1.00%,) ;Icid:ima

From: Daniel Sabba To: Daniel Sabba "Jeffrey E." <jeeyacationggmail.com> Dwyer , Richard Kahn CC: Paul Morris < Vahe Stepanian , Ariane Subject: RE: Higher rates in Europe - timely [C] Date: Thu, 30 Apr 2015 12:31:47 +0000 Inline-Images: image001.jpg; im

) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y ;t:acid:[email protected] EFTA00858045 Chart 2 (EUR 30y swap rates and breakeven for the 1y CMS cap struck at 1.00%,) ,,:ci

From: To: Daniel Sabba < "jeffrey E." <jeevacation4gmail.com> CC: Paul Morris < Dwyer Higher rates in Europe - timely [C] Wed, 29 Apr 2015 15:56:38 +0000 high image002.png; image003.jpg; image004.jpg Subject: Date: Impo

) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y ;t:acid:[email protected] EFTA00858200 Chart 2 (EUR 30y swap rates and breakeven for the 1y CMS cap struck at 1.00%,) ,,:ci

Subject: Fw: Higher rates in Europe - timely [C] From: Paul Morris ‹ > Date: Wed, 29 Apr 2015 13:48:33 -0400 To: Stewart Oldfield ‹ > Classification: Confidential From: Daniel Sabba Sent: Wednesday, April 29, 2015

46 (40) 16 (14) EFTA01400685 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y {cid:[email protected]} Chart 2 (EUR 30y swap rates and breakeven for the ly CMS cap struck at 1.00%,) {cid:image008.jpg@OlD0

Subject: Re: Higher rates in Europe - timely [C] From: Paul Morris ‹ > Date: Thu, 30 Apr 2015 19:10:54 -0400 To: [email protected] Classification: Confidential Let me know when you're in town, want to get your

46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% EFTA01472962 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y {cid:[email protected]} Chart 2 (EUR 30y swap rates and breakeven for the ly CMS cap struck at 1.00%,) {cid:image008.jpg@OlD0

Subject: Re: Higher rates in Europe - timely [C] From: Paul Morris a> Date: Thu, 30 Apr 2015 08:48:55 -0400 To: Daniel Sabba Classification: Confidential Thanks From: Daniel Sabba Sent: Thursday, April 30, 2015

46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% EFTA01472957 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike CMS Caps on 30y {cid:[email protected]} Chart 2 (EUR 30y swap rates and breakeven for the ly CMS cap struck at 1.00%,) {cid:image008.jpg@OlD0