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DOJ EFTA Data Set 10 document EFTA01280331

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DOJ EFTA Data Set 10 document EFTA01280331

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EFTA Disclosure
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Related Documents (6)

Dept. of JusticeOtherUnknown

EFTA Document EFTA01412845

Subject: RE: Trade Recap - 01/27/2015 - Long TWTR on ly TRS, Short TWTR ly calls [C] [I] From: Daniel Sabba < Date: Fri, 31 Jul 2015 11:55:19 -0400 To: Vahe Stepanian < Paul Morris Cc: Stewart Oldfield Ariane Dwyer Lesley told us a day or so ago he has been "under the radar" with her as well. He is in palm beach or Santa Fe Original Message From: Vahe Stepanian Sent: Friday, July 31, 2015 11:49 AM Eastern Standard Time To: Paul Morris; Daniel Sabba Cc: Stewart Oldfield; Ariane Dw

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Dept. of JusticeOtherUnknown

EFTA Document EFTA01457086

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 r

1p
Dept. of JusticeOtherUnknown

EFTA Document EFTA01459513

Jeffrey — please find updated TWTR trade details below (inclusive of initial strike), along with attached termsheet. Total Return Swap: Swap Seller: DB Swap Buyer: Southern Financial LLC Ticker: TWTR Size: 100,000 shares Expiry: 1/27/2016 Spread: 1mL+ 75bps Resets: Monthly Optional Early Termination: Applicable, 3 days (two-way) Commissions: $0.03 per share in and out Initial Strike: $38.9662 (Gross) / $38.9962(Net) European Call options on TWTR: Option Seller: Option Buyer

1p
Dept. of JusticeOtherUnknown

EFTA Document EFTA01420594

Subject: Twitter Update [C] From: Vahe Stepanian Date: Wed, 29 Jul 2015 13:59:16 -0400 To: jeffrey E. <[email protected]> Cc: Daniel Sabba Ariane Dwyer Paul Morris < Stewart Oldfield Richard Kahn Classification: Confidential Jeffrey — as you may have seen, TWTR reported earnings yesterday after the close and is trading down —13.8% today. Recall that Southern Financial is long 100k TWTR shares on TRS, while also being short TWTR calls. I've included original trade details and a B

6p
Dept. of JusticeOtherUnknown

EFTA Document EFTA01368597

Cc: Paul Morris; 'Richard Kahn; Vahe Stepanian; Ariane Dwyer; Stewart Oldfield Subject: RE: Trade Recap - 01/27/2015 - Long TWTR on ly TRS, Short TWTR ly calls [C] Classification: Confidential Jeffrey, please see below offers to unwind the short call position only: For TWTR reference of $31.60 the cost to unwind is $1.89/share with a delta of 32%. This assumes we work our execution and delta adjust price. There will be a change in IA for the TRS once the call is unwound, as the IA of long

1p
Dept. of JusticeOtherUnknown

EFTA Document EFTA01383622

Optional Early Commissions: Initial Strike: European Call Option Seller: Option Buyer: Shares: Notional: Type: Style: Expiry: Strike Premium client receives: $728,278.28 (18.69%) Termination: Applicable, 3 days (two-way) $0.03 per share in and out $38.9662 (Gross) / $38.9962(Net) options on TWTR: Southern Financial LLC DB 100,000 $3,896,620.00 Call European 1/27/2016 $38.9662 Thank you, Vahe From: Daniel Sabba Sent: Tuesday, January 27, 2015 2:14 PM To: jeffrey E. C

1p

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