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575 Lexington Avenue 4th Floor New York, NY 10022 to fa Begin forwarded message: From: Vahe Stepanian To: Darren Indyke >, Richard Kahn < Cc: Daniel Sabba < , Ariane Dwyer < Subject: FW: Trade Recap - 4/2/2015 - DB Commodity WTI Short Volatility II Index [C] Date: April 9, 2015 at 1:27:32 PM EDT Cla
o follow. EFTA00670830 Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
4 on WTI trade thank you Richard Kahn HBRK Associates Inc. Begin forwarded message: From: Vahe Stepanian To: Darren Indyke < Richard Kahn Cc: Daniel Sabba < , Arlene Dwyer Subject: FW: Trade ecap - 2 2 5 - DB Commodity WTI hort Volatility II Index [C] Date: April 9, 2015 at 1:27:32 PM EDT Classific
o follow. EFTA00860050 Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
ank you Richard Kahn HBRK Associates Inc. tel fa cel Begin forwarded message: From: Vahe Stepanian < To: Darren Indyke >, Richard Kahn < Cc: Daniel Sabba < >, Ariane Dwyer Subject: FW: Trade Recap - 4/2/2015 - DB Commodity WTI Short Volatility II Index [C] Date: April 9, 2015 at 1:27:32 PM EDT Clas
itial Margin on this trade is 5% of Notional. Official termsheet and confirm to follow. Trade recap: OTC index swap Buyer: Seller: Underlying: Bloomberg Ticker: Trade Date: Effective Date: Expiry Date: Resets at end of SOFL DBAG London DB Commodity WTI Short Volatility II Index DBCMWSV2 Index 13 Jan
From: Daniel Sabba <a> To: jeevacationggmail.com Cc: Paul Morris a, O, Subject: Re: Trade Recap - 01/13/2015 - DB Commodity WTI Short Volatility II Index [C] Date:
t and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
From: "jeffrey E." <[email protected]> To: Daniel Sabba < Subject: Re: Trade Recap - 01/13/2015 - DB Commodity WTI Short Volatility II Index [C] Date: Wed, 14 Jan 2015 15:09:13 +0000 ok On Wed, Jan 14,
et and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
From: Daniel Sabba To: "jeffrey E." <[email protected]> CC: Paul Morris , Vahe Ste anian , Ariane Dwyer , Richard Kahn Subject: RE: Levered plays on BASF, Alli
lls. Note that the pricing is in EUR, and assumes EUR 5mm notional, which is a minimum guideline to transact this OTC. American Calls: Volkswagen (Bloomberg Ticker VOW3 GY) Ref: 228.60 Expiry: July 15 2015 Strike: 230 Offer: 9.45 IV: 27.25 / 27.95 Delta: 0.45 BASF (Bloomberg Ticker BAS GY) Ref: 90
From: Vahe Stepanian To: Jeffrey Epstein <[email protected]> CC: Daniel Sabba Richard Kahn Paul Morris , Ariane Dwyer Subject: Trade Recap - 4/2/2015 - DB Commodity WTI Short Volatility H Index [C] Date: Thu, 02 Apr 2015
o follow. Trade recap: EFTA00670640 OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
the first time. EFTA01479038 We have our KCP capital markets launch call this week on Thursday where we will roll out KCP cap markets formally w Daniel Sabba and will also discuss ideas/performance. We also recently executed with PSQ (PB relationship), first transaction in Cap markets - Topix Swap, we we
ndex trade in North America. Trade recap: OTC index swap Buyer: SOFL Seller: DBAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clarity
sing level on previous reset date) For the first reset date, Index closing level on previous reset date = Strike Thank you for the trade, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0059261 CONFIDENTIAL SDNY_GM_0020544
Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMWSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
From: Vahe Stepanian To: Jeffrey Epstein <[email protected]> CC: Daniel Sabba , Richard Kahn Paul Morris ,Ariane Dwyer Subject: RE: Trade Recap - 4/2/2015 - DB Commodity WTI Short Volatility II Index [C] Date: Mon, 06 Apr
t and confirm to follow. Trade recap: OTC index swap Buyer: SOFL Seller: DRAG London Underlying: DB Commodity WTI Short Volatility II Index Bloomberg Ticker: DBCMNSV2 Index Trade Date: 13 Jan 2015 Effective Date: 13 Jan 2015 Expiry Date: 13 Jan 2016 Resets at end of each calendar quarter. For clar
Entities connected to both Daniel Sabba and Bloomberg Ticker

Jeffrey Epstein
PERSON
Paul Morris
PERSON
Richard Kahn
PERSONVahe Stepanian
PERSON
Ariane de Rothschild
PERSON
Ariane Dwyer
PERSONDeutsche Bank Securities Inc.
ORGANIZATION
Marc Rich
PERSON
Deutsche Bank
ORGANIZATION
Bloomberg L.P.
ORGANIZATIONDarren Indyke
PERSONNotional
ORGANIZATIONMobil
ORGANIZATION
Mobile
LOCATIONNotional / Strike
ORGANIZATION
North America
LOCATIONJatin Bindal
PERSON