Epstein Secrets

side 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: Confidential EFTA00857856 This is timely given this morning's mov

Paul Morris; Vahe Stepanian; Mane Dwyer; Richard Kahn < Subject: Re: Higher rates in Europe - timely [

) 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,,,:,'

de 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: Confidential This is timely given this morning's moves... EUR swap

ris , Vahe Stepanian , Ariane Dwyer , Richard Kahn Subject: RE: Higher rates in Europe - timely [C]

) 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

ide 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: Confidential This is timely given this morning's moves... EUR swap

rey E." <jeeyacationggmail.com> Dwyer , Richard Kahn CC: Paul Morris < Vahe Stepanian , Ariane Sub

) 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

[C] Wed, 29 Apr 2015 15:56:38 +0000 high image002.png; image003.jpg; image004.jpg Subject: Date: Importance: Inline-Images: Vahe Stepanian , Richard Kahn ,Ariane Classification: Confidential This is timely given this morning's moves... EUR swap rates are up dramatically and markets are fluid - the p

tance: Inline-Images: Vahe Stepanian , Richard Kahn ,Ariane Classification: Confidential This is t

) 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

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: Confidential This is timely given this morning's moves... EUR swap rates are up dram

aul Morris; Vahe Stepanian; Ariane Dwyer; Richard Kahn Subject: Higher rates in Europe - timely [C] Cl

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

ide 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 Classification: Confidential This is timely given this morning's mov

aul Morris; Vahe Stepanian; Ariane Dwyer; Richard Kahn > Subject: Re: Higher rates in Europe - timely

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

sday, April 29, 2015 To: 'jeffrey E.' Cc: Paul Morris; Vahe Stepanian; Subject: Higher rates in Europe Importance: High 11:57 AM Ariane Dwyer; 'Richard Kahn' - timely [C] EFTA01472954 Classification: Confidential This is timely given this morning's moves... EUR swap rates are up dramatically and mark

aul Morris; Vahe Stepanian; Ariane Dwyer; Richard Kahn •c > Subject: RE: Higher rates in Europe - time

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