EFTA Document EFTA01362101

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Dept. of Justice

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sd-10-EFTA01362101

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EFTA Disclosure

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From: Vahe Stepanian Sent: 6/29/2015 5:15:35 PM To: Jeffrey Epstein ([email protected] CC: Daniel Sabba I; Ariane Dwyer ; Paul Morris Stewart Oldfield i j; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) ICI Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD spot ref 3m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1660 strike Net premium: zero 6m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1680 strike Net premium: zero Thank you, Vahe From: Vahe Stepanian Sent: Monday, June 29, 2015 3:38 PM To: Jeffrey Epstein Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: RE: FW: Longer Dated EUR Downside (3y structures) [C] Classification: Confidential 1: Jeffrey — to clarify, given Southern Financial would be long a 6m EURUSD digital put and short a 6m EURUSD digital call, if at expiry: EURUSD is below 1.0750, Southern Financial would receive 100% payout (or EUR 2mm) EURUSD is between the put and call strikes, Southern Financial would receive 0% payout EURUSD is above 1.1845, Southern Financial would pay 100% (or EUR 2mm) We will be back to you with 6m and ly pricing on 1.05 strike put, premium neutral digital risk reversals. Thank you, Vahe From: jeffrey E. [mailtO:[email protected]] Sent: Monday, June 29, 2015 3:20 PM To: Vahe Stepanian; Richard Kahn; Paul Morris Subject: Re: FW: Longer Dated EUR Downside (3y structures) [C] what is 2 million euro payout mean CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0051408 CONFIDENTIAL SDNY_GM_00197592 EFTA01362101

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Subject: RE: Longer Dated EUR Downside (3y structures) [C] [I] From: Vahe Stepanian <M ME> Date: Wed, 01 Jul 2015 09:03:12 -0400 To: Paul Morris ‹ > Classification: For internal use only Thanks, I'll let Rich know. From: Paul Morris Sent: Wednesday, July 01, 2015 8:54 AM To: Vahe Stepanian Subject: RE: Longer Dated EUR Downside (3y structures) [C] [I] I will today Original Message From: Vahe Stepanian Sent: Wednesday, July 01, 2015 08:32 AM Eastern Standard Time To: Paul Morris

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Subject: RE: Longer Dated EUR Downside (3y structures) [C] From: Paul Morris ‹ > Date: Tue, 30 Jun 2015 13:11:39 -0400 To: Vahe Stepanian ‹ > Do u need help reaching him Original Message From: Vahe Stepanian Sent: Tuesday, June 30, 2015 09:18 AM Eastern Standard Time To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we pric

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Subject: FW: FW: Lon er Dated EUR Downside (3y structures) [C] [I] From: Paul Morris Date: Tue, 30 Jun 2015 08:55:35 -0400 To: Vahe Stepanian Daniel Sabba Cc: Stewart Oldfield Classification: For internal use only Can we priced this up through AWM? Paul Morris Managing Director Deutsche Bank Private Bank Office: 212-454-0701 Cell: 917-971-2507 From: jeffrey E. [mailto:[email protected]] Sent: Tuesday, June 30, 2015 5:40 AM To: Vahe Stepanian Cc: Daniel Sabba; Ariane Dwyer; Pa

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Subject: RE: Longer Dated EUR Downside (3y structures) [C] [I] From: Paul Morris ‹ > Date: Wed, 01 Jul 2015 08:54:22 -0400 To: Vahe Stepanian ‹ > I will today Original Message From: Vahe Stepanian Sent: Wednesday, July 01, 2015 08:32 AM Eastern Standard Time To: Paul Morris Subject: RE: Longer Dated EUR Downside (3y structures) [C] [I] Classification: For internal use only Pricing has been requested. Will send out once its sent to me. Separately, did you speak to Rich per our conve

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From: Ariane Dwy Sent: 8/25/2015 4:20:05 PM To: Richard Kahn CC: Darren lndyk Daniel Sabha Vahe Stepanian Paul Morris ; Stewart Oldfield Subject: RE: Southern Financial Margin Call Hi Rich, We are transferring 32,620 shares of AAPL based on the 50% haircut rate. No call back is necessary. Best, Ari From: Richard Kahn Sent: Tuesday, August 25, 2015 3:29 PM To: Ariane Dwyer Cc: Darren Indyke; Daniel Sabba; Vahe Stepanian; Paul Morris; Stewart Oldfield Subject: Re: Southern Fi

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