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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
) 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,,,:,'
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
) 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
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
) 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
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
) 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
Entities connected to both the 30yr EUR Swap 1 year and CMS Caps

Jeffrey Epstein
PERSON
Richard Kahn
PERSON
Eurozone
ORGANIZATION
Paul Morris
PERSONVahe Stepanian
PERSONSingle Look
ORGANIZATIONDeutsche Bank Securities Inc.
ORGANIZATION
Ariane de Rothschild
PERSON
Daniel Sabba
PERSON
Ariane Dwyer
PERSONMobil
ORGANIZATION
Dwyer
PERSON