Epstein Secrets

... (CI Classification: Confidential Paul — pis see below. Fyi, pricing is stale. From: Daniel Sabba Sent: Monday, February 23, 2015 4:35 PM To: jeffrey E. Cc: Vahe Stepanian; Paul Morris; Ariane Dwyer Subject: FW: Swaps + high dividends - an interesting combination... [C] Classification: Confidential Re

tion... [C] Classification: Confidential Resending... The payout is quanto USD. From: Daniel Sabba Sent: Tuesday, February 10, 2015 7:31 PM To: 'Jeffrey E.' Cc: Vahe Stepanian; Paul Morris; 'Richard Kahn'; Jay Lipman Subject: Swaps + high dividends - an interesting combination... [C] Classification: Co

tepanian; Paul Morris; 'Richard Kahn'; Jay Lipman Subject: Swaps + high dividends - an interesting combination... [C] Classification: Confidential Jeffrey, We came across with the following structure that takes advantage of high dividends to finance the funding of an excess return swap with floored do

ta being the last trading day of the previous month. Structure Terms Tenor: 5 Yrs Counterparty: Deutsche Bank Format: Swap Ccy: USD Underlying: STOXX Europe low Beta High Div 50 Price Return Index (SDB50EP Index) Participation Factor : 120% to the positive performance of the underlying CONFIDENTIAL — PU

l Sabba Classification: Confidential Paul — pls see below. Fyi, pricing is stale. From: Daniel Sabba Sent: Monday, February 23, 2015 4:35 PM To: jeffrey E. Cc: Vahe Stepanian; Paul Morris; Ariane Dwyer Subject: FW: Swaps + high dividends - an interesting combination... [C] Classification: Confidential Re

tion... [C] Classification: Confidential Resending... The payout is quanto USD. From: Daniel Sabba Sent: Tuesday, February 10, 2015 7:31 PM To: 'jeffrey E.' Cc: Vahe Stepanian; Paul Morris; 'Richard Kahn'; Jay Lipman Subject: Swaps + high dividends - an interesting combination... [C] Classification: Co

tepanian; Paul Morris; 'Richard Kahn'; Jay Lipman Subject: Swaps + high dividends - an interesting combination... [C] Classification: Confidential Jeffrey, We came across with the following structure that takes advantage of high dividends to finance the funding of an excess return swap with floored d

cture linked to Stoxx Low Beta High Dividend Index Index Description EFTA01472515 The STOXX Europe Low Beta High Div 50 Index is derived from the STOXX Europe 600 Index. To be eligible for inclusion in the new index, companies must have a net dividend yield for the past twelve months that is higher than

From: Wolf, Nicole Sent: Thursday, November 5, 2015 3:02 PM To: Brad Wechsler Cc: Barrett Team; Jeffrey Epstein ([email protected]) Subject: The STOXX Europe 600 Real Estate Index (SX86P) Brad, The STOXX Europe 600 Real Estate Index (SX86P) is a c=pital

M To: Brad Wechsler Cc: Barrett Team; Jeffrey Epstein ([email protected]) Subject: The STOXX Euro

5 3:02 PM To: Brad Wechsler Cc: Barrett Team; Jeffrey Epstein ([email protected]) Subject: The ST

ield 45 bps. Given the continued search for yield, we would look to=do a total return swap on the index to obtain long exposure. Best, Nicole lyr STOXX Europe 600 Real Estate Index Source: Bloomberg 11/05/2015 Best, Nicole Nicole Wolf I J.P. Morgan Securitie= LLC J.P. Morgan Private Bank I JP Morgan Ch

high dividends - an interesting combination... [Cl Classification: Confidential From: Daniel Sabba Sent: Tuesday, February 10, 2015 07:31 PM To: Jeffrey E. <[email protected]> Cc: Vahe Stepanian; Paul Morris; Richard Kahn 111111a ; Jay Lipman Subject: Swaps + high dividends - an interesting combin

; Paul Morris; Richard Kahn 111111a ; Jay Lipman Subject: Swaps + high dividends - an interesting combination... [C] Classification: Confidential Jeffrey, We came across with the following structure that takes advantage of high dividends to finance the funding of an excess return swap with floored do

a being the last trading day of the previous month. Structure Terms Tenor: 5 Yrs Counterparts,: Deutsche Bank Format: Swap Ccy: USD Underlying: STOXX Europe low Beta High Div 50 Price Return Index (SDB50EP Index) Participation Factor : 120% to the positive performance of the underlying (PF) Performance

0 Feb 2015 19:53:37 -0500 To: Stewart Oldfield ‹ > Classification: Confidential From: Daniel Sabba Sent: Tuesday, February 10, 2015 07:31 PM To: jeffrey E. <[email protected]> Cc: Vahe Stepanian; Paul Morris; Richard Kahn < >; Jay Lipman Subject: Swaps + high dividends - an interesting combination..

anian; Paul Morris; Richard Kahn < >; Jay Lipman Subject: Swaps + high dividends - an interesting combination... [C] Classification: Confidential Jeffrey, We came across with the following structure that takes advantage of high dividends to finance the funding of an excess return swap with floored d

pricing. Structure linked to Stoxx Low Beta High Dividend Index Index Description The STOXX Europe Low Beta High Div 50 Index is derived from the STOXX Europe 600 Index. To be eligible for inclusion in the new index, companies must have a net dividend yield for the past twelve months that is higher than

From: Daniel Sabba Sent: 2/10/2015 7:31:10 PM To: jeffrey E. [jeevacation@ mail.comj CC: Vahe Ste anian j; Paul Morris-; Richard Kahn ; Jay Lipman Subject: Swaps + high dividends • an interesting combina

an j; Paul Morris-; Richard Kahn ; Jay Lipman Subject: Swaps + high dividends • an interesting combination... [CI Classification: Confidential Jeffrey, We came across with the following structure that takes advantage of high dividends to finance the funding of an excess return swap with floored do

ta being the last trading day of the previous month. Structure Terms Tenor: 5 Yrs Counterparty: Deutsche Bank Format: Swap Ccy: USD Underlying: STOXX Europe low Beta High Div 50 Price Return Index (SDB50EP Index) Participation Factor : 120% to the positive performance of the underlying (PF) Performance