Epstein Secrets

017 ATM LQD vol is around 7.5% s= a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-1=y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, =orrelation has moved from around -80% a month a

hat rate<=> On Mon, Aug 8, 2016 at 4:30 PM, Ens, Amanda AGN mandatory convert pre=erred Ticker: AGN A Pfd<=> Coupon: 5.5% Maturity: 3/1/2018=u> Pfd Price: 881.38<=> AGN stock ref: 248.31 Convert low strike: 288.0= (at maturity, if AGN is at or below 288, you get 3.4722 shares)=/u> EFTA_R1_01555602

017 ATM LQD vol is around 7.5% s= a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-1=y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, =orrelation has moved from around -80%a month ag

ns, Amanda a wrote: AGN mandatory convert pre=erred Ticker: AGN A Pfd<=> 2 EFTA_R1_01557872 EFTA02455319 Coupon: 5.5% Maturity: 3/1/2018=u> Pfd Price: 881.38<=> AGN stock ref: 248.31 Convert low strike: 288.0= (at maturity, if AGN is at or below 288, you get 3.4722 shares)=/u> Convert high strik

017 ATM LQD vol is around 7.5% so a 100% Put costs —3.2% which given the long term chart below and all time high in shares outstanding looks cheap. Chart One shows hourly data of IEF (7-10y US Treasury ETF) and SPY (S&P500 ETF). Using 60 hourly data points, correlation has moved from around -80% a month a

25%: -15.7% ODI-eligible: No Amount outstanding: $5.06 bn TEVA mandatory convert preferred Ticker: TEVVF Pfd Coupon: 7.0% Maturity: 12/15/2018 Pfd Price: 895.07 TEVA stock ref: 54.21 Convert low strike: 62.50 Convert high strike: 75.00 Strip yield: 7.9% (vs common stock at 2.5% div yield) BofAML