EFTA Document EFTA01489452
J.P.Morgan J.P. Morgan Securities Inc. FINANCIAL TRUST COMPANY INC ACCT. 270 Park Avenue, New York, NY 10017 For the Period 5/1/10 to 5/31/10 Margin Account J.P. Morgan Team Paul Morns Banker Jeffrey Matusow Investment Specialist Janet Young Client Service Team VOlham Doherty Ill Client Service Team Online access www.MorganOnline.com Transactions cleared and carried through J.P. Morgan Clearing Corp. - One Metrotech Center North. Brooklyn. NY 11201-3859. (347) 643-2578 No mark
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J.P.Morgan J.P. Morgan Securities Inc. FINANCIAL TRUST COMPANY INC ACCT. 270 Park Avenue, New York, NY 10017 For the Period 5/1/10 to 5/31/10 Margin Account J.P. Morgan Team Paul Morns Banker Jeffrey Matusow Investment Specialist Janet Young Client Service Team VOlham Doherty Ill Client Service Team Online access www.MorganOnline.com Transactions cleared and carried through J.P. Morgan Clearing Corp. - One Metrotech Center North. Brooklyn. NY 11201-3859. (347) 643-2578 No mark
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Subject: RE: RIN follow up From: Vahe Stepanian Date: Fri, 20 Apr 2018 14:16:02 -0400 To: Paul Barrett Cc: Stewart Oldfield Martin Zeman No problem, happy to help. The team assumes a 50bps p.a. default rate, and I would point you to page 29 of the book to support this point. Also worth looking at the scenario analysis on pg. 40 — think scenarios 1-7 are particularly relevant because the 50bp issuance costs are in line with RIN I (vs. 2% for a BSL). Thank you, Vahe From: Paul Barrett
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