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ion trade. Note that the premium settlement date is Feb. 4th, 2015 instead of Feb. 3 as noted below. Have a great weekend. Thank you, Vahe From: Daniel Sabba Sent: Friday, January 30, 2015 11:00 AM To: Jeffrey E. Cc: Richard Kahn; Paul Morris; Vahe Stepanian Subject: Trade Recap - 01.30.2015 - Call opt
Offer: 2.4% where Final Payout = Notional * max(Average Realized Dispersion — Strike,0) Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) Individual Dispersion for Index i = Final Performance for Index i — Average Performance Average Performance = average (Final Perf
inal Performance for each Index i) Final Performance for Index i = -1) Please let us know when would be a good time to connect. Regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mobile Email CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 122682 CONFIDE
Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) Individual Dispersion for Index i = Final Performance for Index i — Average Performance Average Performance = average (Final Perf
inal Performance for each Index i) Final Performance for Index i = -1) Please let us know when would be a good time to connect. Regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. +1 212 454 0857 Mobile + Email CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY
Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) Individual Dispersion for Index i = Final Performance for Index i — Average Performance Average Performance = average (Final Perf
inal Performance for each Index i) Final Performance for Index i = -1) Please let us know when would be a good time to connect. Regards, Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mo Ema CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0086185 CONFIDENTIAL
Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) Individual Dispersion for Index i = Final Performance for Index i —Average Performance Average Performance = average (Final Perfo
From: Daniel Sabba Sent: Thursday, January 29, 2015 2:54 PM To: 'Jeffrey E.' Cc: Vahe Stepanian; Richard Kahn; Paul Morris Subject: One idea for diverging policies
Offer: 2.4% where Final Payout = Notional • max(Average Realized Dispersion — Strike,0) Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) Individual Dispersion for Index i = Final Performance for Index i —Average Performance Average Performance = average (Final Perfo
nicated your overnight order to our London desk and we will revert tomorrow on whether the transaction has been executed. Thank you, Daniel From: Daniel Sabba Sent: Thursday, January 29, 2015 2:54 PM To: 'Jeffrey E.' Cc: Vahe Stepanian; Richard Kahn; Paul Morris Subject: One idea for diverging policies
) Offer: 2.4% where Final Payout = Notional' max(Average Realized Dispersion — Strike,0) Average Realized Dispersion = Average(absolute value of Individual Dispersion for each Index i) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051193 CONFIDENTIAL SDNY_GM_00197377 EFTA01361917
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