Re: Twitter follow-up - TRS + short calls (CI (Daniel Sabba fclaniel.sabba@db.com, 1/20/2015)Re: Twitter follow-up - TRS + short calls [C (Paul Morris II, 1/20/2015)
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Case Filesd-10-EFTA01456430Dept. of JusticeTwitter follow-up - TR5 + short calls [C (Daniel Sabba, January 16, 2015)
January 16, 20151p
Case File
sd-10-EFTA01456430Dept. of JusticeTwitter follow-up - TR5 + short calls [C (Daniel Sabba, January 16, 2015)
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Note: The IA for long TRS and selling a $40 call would be 38% instead of the 30% of the at the money call. Best regards, Daniel From: Daniel Sabba Sent: Friday, January 16, 2015 4:48 PM To: Jeffrey Epstein Cc: Vahe Stepanian; Richard Kahn; Paul Morris Subject: Twitter follow-up - TR5 + short calls [C] Classification: Confidential Jeffrey, We could do this for 1mm shares of Twitter, indicatively. Twitter (TWTR) spot ref 537.31. Total Return Swap: Swap Seller: DB Swap Buyer Souther
Date
January 16, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01456430
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1
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0
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