Case File
efta-02348027DOJ Data Set 11OtherEFTA02348027
Date
Unknown
Source
DOJ Data Set 11
Reference
efta-02348027
Pages
2
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
From:
Vahe Stepanian
Sent:
Monday, March 30, 2015 9:32 PM
To:
Jeffrey Epstein
Cc:
Daniel Sabba; Mane Dwyer; Richard Kahn
Subject:
MCD Indicative Pricing [C)
Classification: Confidential
Jeffrey — please f=nd indicative pricing below on MCD per your request. McDonald's (MCD= spot ref $97.88.
=/P>
#1 - Total Return =wap:
Swap Seller: =nbsp; DB
Swap Buyer: &=bsp; Southern Financial LLC
Ticker: =
&n=sp; MCD
Size: &=bsp;
&nbs=;
50,000 shares
Expiry: =
&n=sp; 3/30/2016 (1y)
Spread: =
1=L + 75bps
Resets: =
&n=sp; Monthly
Optional Early Terminati=n: Applicable, 3 days (two-way)
Commission: &=bsp; $0.06 per share in and out
#2 - European Call=options on MCD:
Option Seller: &nbs=; Southern Financial LLC
Option Buyer: = DB
Notional: &nb=p;
50,000 OTC Call
Expiry: =
&n=sp; 3/30/2016 (1y)
EFTA_R1_01321502
EFTA02348027
Strike: =
&n=sp; 100% of TRS Initial Strike
Bid: &n=sp;
=
5.58%
Delta: =nbsp;
&nb=p; 47%
If both the TRS + sh=rt call are executed as a package, IM would be 25%.
Thank you,
Vahe
Vahe Stepanian
Assista=t Vice President I Key Client Partners Deutsche Bank Securities Inc.
Tel. +1212 454-1539
Mobile +1347 854.4676
Email vahe.stepanian@db.com <mailto:vahe.stepan=an@db.com>
All trade execution information contained herein is being provided as an ac=ommodation at your request in advance of
your receipt of the official trad= confirmation(s). Additional trade detail information available upon reque=t. 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 gover=. Deutsche Bank is not responsible for any discrepancy
between the informa= execution report and the official trade confirmation(s) or account statements.
This communication may contain confidential and/or privileged information. =f you are not the intended recipient (or
have received this communication =n error) please notify the sender immediately and destroy this communicati=n. Any
unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidde=.
Deutsche Bank does not render legal or tax advice, and the information cont=ined in this communication should not be
regarded as such.
2
EFTA_R1_01321503
EFTA02348028
Technical Artifacts (6)
View in Artifacts BrowserEmail addresses, URLs, phone numbers, and other technical indicators extracted from this document.
Email
an@db.comEmail
vahe.stepanian@db.comPhone
+1212 454-1539Phone
+1347 854.4676Phone
2348027Phone
2348028Related Documents (6)
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,400+ persons in the Epstein files. 100% free, ad-free, and independent.
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.