Case File
efta-efta00642715DOJ Data Set 9OtherFrom: Vahe Stepanian
Date
Unknown
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DOJ Data Set 9
Reference
efta-efta00642715
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3
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From: Vahe Stepanian
To: Jeffrey Epstein <[email protected]>
, Stewart Oldfield
, Richard Kahn
, Ariane D
er
, Paul Morris
CC: Daniel Sabba
Subject: FW: Call follow-ups [C]
Date: Fri, 29 May 2015 13:22:29 +0000
Classification: Confidential
Jeffrey — I'm following up on the below. Indicative pricing per your request is as follows:
Trade 1:
Spot ref:
Notional:
Tenor:
USDJPY Call
Strike:
Vol:
Bid/Ask:
USDJPY Call
Strike:
Vol:
Bid/Ask:
USDJPY Put
Strike:
Vol:
Bid/Ask:
Trade 2:
Issuer:
Maturity:
Underlying:
Coupon:
Bullish USDJPY Seagull — bid/ask on each leg if executed individually:
123.89
USD10mm
6m
Coupon baffler:
Principal baffler:
AutoCall:
Thank you,
Vahe
124.00
9.55/9.85
2.507/ 2.597% USD
128.00
10/10.3
1.402/1.493% USD
119.00
9.55/9.85 vol
1.195/1.27% USD
Autocallable linked to SPX, RTY and SXSE:
Credit Suisse
8 year
Lesser of SPX, RTY,SX5E
7.40% p.a., subject to coupon barrier
Paid and observed quarterly
50% of initial strike
50% of initial strike, maturity only observation
Non-call 4 years, quarterly thereafter
From: Daniel Sabba
Sent: Thursday, May 28, 2015 6:24 PM
To:
Cc: Vahe Stepanian; Mane Dwyer; Paul Morris; Stewart Oldfield;
Subject: Re: Call follow-ups [C]
EFTA00642715
Classification: Confidential
We will provide you bid ask for each leg tomorrow once markets reopen. If chose to do the trade as a package, you would
only cross bid ask on one leg (124), not all three.
From: jeffrey E. [mailto:jeevacationagmail.corn]
Sent: Thursday, May 28, 2015 05:59 PM
To: Daniel Sabba
Cc: Vahe Stepanian; Mane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn <
Subject: Re: Call follow-ups [CJ
im not sure why , but i asked for prices on each leg.
that means a bid ' ask, that i can execute on should i
choose to. . if i were to ask for a price on ibm , would i get bid offer . ? im confused.
On Thu, May 28, 2015 at 4:05 PM, Daniel Sabba
wrote:
Classification: Confidential
Jeffrey,
Per our conversation, we wanted to follow-up on these transactions with indications.
Trade 1:
Bullish USDJPY Seagull
Spot ref:
124.06
Notional:
USD10mm
Client buys:
6m USDJPY 124 / 128 call spread
Client sells:
6m USDJPY put struck at 118.82
Net Premium: zero
Premiums for each leg:
For 124 leg:
2.655/2.735% USD
For 128 leg:
1.555% USD
For 118.82 leg: 1.18% USD
Trade 2:
Autocallables linked to SPX, RTY and SX5E
We are refreshing levels with Credit Suisse - we will follow-up with indications.
Best regards,
Daniel
Daniel Sabba
Key Client Partners
s Inc.
Email
All trade execution information contained herein is being provided as an accommodation at your request in advance of your
receipt of the official trade confirmation(s). Additional trade detail information available upon request. The terms of the
trade(s) may be subject to change prior to settlement, and therefore the official trade confirmation(s) and account
statements issued by Deutsche Bank shall govern. Deutsche Bank is not responsible for any discrepancy between the
informal execution report and the official trade confirmation(s) or account statements.
This communication may contain confidential and/or privileged information. If you are not the intended
recipient (or have received this communication in error) please notify the sender immediately and
destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this
communication is strictly forbidden.
EFTA00642716
Deutsche Bank does not render legal or tax advice, and the information contained in this
communication should not be regarded as such.
please note
The information contained in this communication is
confidential, may be attorney-client privileged, may
constitute inside information, and is intended only for
the use of the addressee. It is the property of
JEE
Unauthorized use, disclosure or copying of this
communication or any part thereof is strictly prohibited
and may be unlawful. If you have received this
communication in error, please notify us immediately by
return e-mail or by e-mail to [email protected], and
destroy this communication and all copies thereof,
including all attachments. copyright -all rights reserved
This communication may contain confidential and/or privileged information. If you are not the intended
recipient (or have received this communication in error) please notify the sender immediately and
destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this
communication is strictly forbidden.
Deutsche Bank does not render legal or tax advice, and the information contained in this
communication should not be regarded as such.
EFTA00642717
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