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EFTA Document EFTA01456431EFTA Document EFTA01456433
Case File
sd-10-EFTA01456432Dept. of JusticeOther

EFTA Document EFTA01456432

• If you did both the TRS + short call as a package, IM would be 30% for either 1y or 2y expiries. Ignoring the difference of settlement dates for IA and premium, the premium received could make up for the IA paid. Settlement of IA is on trade date while settlement of premium is T+3. • If you did the TRS by itself without selling calls, IA would be 40% for 1 y and 50% for 2y. Looking forward to discussing this in further details. When can we chat? Shabbat is starting here so I will be out

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Dept. of Justice
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sd-10-EFTA01456432
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• If you did both the TRS + short call as a package, IM would be 30% for either 1y or 2y expiries. Ignoring the difference of settlement dates for IA and premium, the premium received could make up for the IA paid. Settlement of IA is on trade date while settlement of premium is T+3. • If you did the TRS by itself without selling calls, IA would be 40% for 1 y and 50% for 2y. Looking forward to discussing this in further details. When can we chat? Shabbat is starting here so I will be out

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Text extracted via OCR from the original document. May contain errors from the scanning process.
• If you did both the TRS + short call as a package, IM would be 30% for either 1y or 2y expiries. Ignoring the difference of settlement dates for IA and premium, the premium received could make up for the IA paid. Settlement of IA is on trade date while settlement of premium is T+3. • If you did the TRS by itself without selling calls, IA would be 40% for 1 y and 50% for 2y. Looking forward to discussing this in further details. When can we chat? Shabbat is starting here so I will be out of pocket until sunset tomorrow night. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 115618 CONFIDENTIAL SDNY_GM_00261802 EFTA01456432

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