Epstein Secrets

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 combination... [C] Classification: Confidential Jeffrey, We came across wi

il.com> Cc: Vahe Stepanian; Paul Morris; Richard Kahn 111111a ; Jay Lipman Subject: Swaps + high divi

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

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... [C] Classification: Confidential Jeffrey, We came across with th

il.com> Cc: Vahe Stepanian; Paul Morris; Richard Kahn < >; Jay Lipman Subject: Swaps + high dividends

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 combination... [CI Classification: Confidential Jeffrey, We came across with the

j CC: Vahe Ste anian j; Paul Morris-; Richard Kahn ; Jay Lipman Subject: Swaps + high dividends •

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

nding... 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: Confidential Jeffrey, We came across with the fol

ey E.' Cc: Vahe Stepanian; Paul Morris; 'Richard Kahn'; Jay Lipman Subject: Swaps + high dividends - a

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

nding... 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: Confidential Jeffrey, We came across with the fol

ey E.' Cc: Vahe Stepanian; Paul Morris; 'Richard Kahn'; Jay Lipman Subject: Swaps + high dividends - a

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