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efta-01368570DOJ Data Set 10Other

EFTA01368570

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efta-01368570
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EFTA Disclosure
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From: Paul Morris I Sent: 2/10/2015 7:55:54 PM To: Stewart Oldfield I Subject: Fw: Follow-up stock screen for Twitter-style trade (C) Classification: Confidential From: Daniel Sabba Sent: Tuesday, February 10, 2015 07:32 PM To: Jeffrey E. <[email protected]> Cc: Vahe Stepanian; Jay Lipman; Paul Morris; Richard Kahn ‹ > Subject: Follow-up stock screen for Twitter-style trade [C] Classification: Confidential Jeffrey, Jay and Vahe from my team put this together to follow-up on lower priced equities for which we can implement the TWTR equity structure in either a listed or OTC structure. To start, we screened the 5&P 500 with the following criteria: Share Price ($10-$20 range) Market Cap (>$10bn) Covered by DB Research The following 5 names fit the criteria: iiiiiiialliiiPHiliPAiiiil Il tic VP iiillrOkilliii liaitiiiitiiiii !libiiiiiiirl 06** oilThiget $ 16.00 Ford F $ 15.92 $ 59.00 3.77% Hold Bank of Ame rice BAC S 16 35 S 168.00 125% Buy 5 1850 Fre eport- McMo Ran FCX $ 19 51 $ 20.00 641% Buy S 36.00 FifthThird Bancorp F !"B $ 18.79 $ 15.00 2.77% Hold $ 20.00 Boston Scientific Corp BSX 5 14.45 5 19.00 - Hold $ 16.00 (Note: Pricing as of close 02/09/2015) As demonstrated below, all 5 names remained in a narrow band for the earlier part of 2014. In the latter months of the year, FCX, BAC and FITB saw a significant increase in implied volatility, most notably Freeport-McMoRan (FCX). CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0060372 CONFIDENTIAL SDNY_GM_00206556 EFTA01368570

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