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

) 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,,,:,'

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,

) 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

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

) 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

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

) 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

29 Apr 2015 13:48:33 -0400 To: Stewart Oldfield ‹ > 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: Con

46 (40) 16 (14) EFTA01400685 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 ly CMS cap struck at 1.00%,) {cid:image008.jpg@OlD0

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] EFTA01472959 Importance: High Classi

46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% EFTA01472962 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 ly CMS cap struck at 1.00%,) {cid:image008.jpg@OlD0

8:48:55 -0400 To: Daniel Sabba Classification: Confidential Thanks From: Daniel Sabba Sent: Thursday, April 30, 2015 05:31 AM To: Daniel Sabba; jeffrey E. <[email protected]> Cc: Paul Morris; Vahe Stepanian; Ariane Dwyer; Richard Kahn •c > Subject: RE: Higher rates in Europe - timely [C] Classific

46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% EFTA01472957 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 ly CMS cap struck at 1.00%,) {cid:image008.jpg@OlD0