Case File
efta-01452456DOJ Data Set 10OtherEFTA01452456
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Unknown
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DOJ Data Set 10
Reference
efta-01452456
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0
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From:
Tazia Smith
Sent:
2/5/2014 2:57:42 PM
To:
[email protected]
CC:
Paul Morris
Subject:
Re: Barrier Notes IC)
Attachments: pic05273.gif; pic01798.gif; pic17520.gif; pic21653.gif
Classification: Confidential
Yes, do NOT like those first two (there for evidence that SZSE is not pricing
great). If you're willing to combine a bullish uS and European equity view, I
DO like:
13mo Contingent Minimum Return Worst-of Note (EurostoxxSO and Russell 2000):
WoF SX5E/RTY
11.5% Cont Min Return
80% Barrier Daily obs.
uncapped upside
100% max loss
And if you want to keep a note regionally focused, then in the uS, these
barrier levels look attractive:
13mo Contingent minimum Return worst-of Note (S&P 500 and Russell 2000):
WOF SPX/RTY
8% Cont Min Return
80% Barrier Daily obs.
29.30% capped upside
100% max loss
S&P Current:
80%:
Russell 2000 Current:
80%:
SXSE Current:
80%:
1742
1394
1086
868
2962
2369
(Embedded image moved to file: pic05273.gif)
Tazia Smith
Director
I
Key client Partners - US
Deutsche Bank Securities Inc
Deutsche Asset & Wealth management
345 Park Avenue, 26th Floor
New York, NY 10154
Tel.
Fax
Mobile
Email
(Embedded image moved to file: pic01798.gif)
From:
Jeffrey Epstein <jeevacationagmail.com>
To:
Tazia smith
Paul Morris/
02/05/2014 01:57 PM
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 109479
CONFIDENTIAL
SDNY_GM_00255663
EFTA01452456
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