Epstein Secrets

ion for a lift-off in European swap rates with limited downside of premium paid. From: Daniel Sabba Sent: Wednesday, April 29, 2015 11:57 AM To: 'Jeffrey E.' Cc: Paul Morris; Vahe Stepanian; Mane Dwyer; 'Richard Kahn' Subject: Higher rates in Europe - timely [C] Importance: High Classification: Confide

t to get your thoughts on couple ideas, tx From: Jeffrey E. [mailto:[email protected]] Sent: Thursday

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

ion for a lift-off in European swap rates with limited downside of premium paid. From: Daniel Sabba Sent: Wednesday, April 29, 2015 11:57 AM To: 'jeffrey E.' Cc: Paul Morris; Vahe Stepanian; Ariane Dwyer; 'Richard Kahn' Subject: Higher rates in Europe - timely [C] Importance: High Classification: Confi

n Bunds — on Tuesday 10y 0.16% 30y 0.64% From: Jeffrey E. [[email protected]] Sent: Thursday,

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

tion for a lift-off in European swap rates with limited downside of premium paid. From: Daniel Sabba Sent: Wednesday, April 29, 2015 11:57 AM To: 'jeffrey E.' Cc: Paul Morris; Vahe Stepanian; Ariane Dwyer; 'Richard Kahn' Subject: Higher rates in Europe - timely [C] Importance: High Classification: Confi

From: Daniel Sabba To: Daniel Sabba "Jeffrey E." <jeeyacationggmail.com> Dwyer , Richard Kah

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

gher rates in Europe - timely [C] Importance: High Classification: Confidential From: Daniel Sabba Sent: Wednesday, April 29, 2015 08:56 AM To: Jeffrey E. <[email protected]> Cc: Paul Morris; Vahe Stepanian; Ariane Dwyer; Richard Kahn < Subject: Higher rates in Europe - timely [C] Classification:

ba Sent: Wednesday, April 29, 2015 08:56 AM To: Jeffrey E. <[email protected]> Cc: Paul Morris; Vahe

. In addition, for the 1 y 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) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0044302 CONFIDENTIAL SDNY_GM_00

ld Subject: Fw: Higher rates in Europe - timely [C] Classification: Confidential From: Daniel Sabba Sent: Wednesday, April 29, 2015 08:56 AM To: Jeffrey E. <[email protected]> Cc: Paul Morris; Vahe Stepanian; Ariane Dwyer; Richard Kahn •ca Subject: Higher rates in Europe - timely [C] Classificatio

ba Sent: Wednesday, April 29, 2015 08:56 AM To: Jeffrey E. <[email protected]> Cc: Paul Morris; Vahe

. In addition, for the 1 y 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) CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0071064 CONFIDENTIAL SDNY_GM_00217248 EFTA01375552

From: To: Daniel Sabba < "jeffrey E." <jeevacation4gmail.com> CC: Paul Morris < Dwyer

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