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18 results for “
"CMS Caps"
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EFTA01457296
Dataset 10
1p
178w
…Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.76% Terminal Payout Chart for 1% strike
CMS Caps
on 30v 1.00% TerminalPayout (% of notional) 0.80% • 0.60% 0.40% 0.20% 0.00% e eccreeetcsk'se e ear e oe NI ' 1% N \ Terminal Reference Swap Rate (CMS) Chart 2 EUR 30 swa rates and breakeven for the 1 CMS ca • struck a 1.00% .sax. • 30,,sr EUR Swap: 2.3OO3 1.5 J…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457296.pdf
EFTA01457308
Dataset 10
1p
213w
…00% 1.25% 1.25% 1.50% 1.50% Expiry 1y 2y 1y 2y 1y 2y Tail 30y 30y 30y 30y 30y 30y i ATMF 0.94% 1.07% 0.94% 1.07% 0.94% 1.07% Offer (mid) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) LBreak Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike
CMS Caps
on 30y CONFIDENTIAL - PURSUANT TO FED…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457308.pdf
EFTA01375553
Dataset 10
1p
172w
…Expiry 1y 2y 1y 2y 1y 2y Tail 30y 30y 30y 30y 30y 30y ATMF 0.94% 1.07% 0.94% 1.07% 0.94% 1.07% Offer (mid) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.76% Terminal Payout Chart for 1% strike
CMS Caps
on 30y Uri O .1 04:" OVA CAOS 020% CDA • -r ...... 04.,c4 .04.nntn „4…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01375553.pdf
EFTA01421855
Dataset 10
2015-04-29
5p
539w
Subject:
Re: Higher rates in Europe - timely [C]
From:
Stewart Oldfield
To:
Paul Morris ‹ >
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01421855.pdf
EFTA01457304
Dataset 10
1p
147w
…1.25% 1.25% 1.50% 1.50% Expiry 1y 2y 1y 2y ty 2y Tail 30y 30y 30y 30y 30y 30y ATMF 0.94% 1.07% I 0.94% 1.07% 0.94% 1.07% Offer (mid) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) [ Break Even 1.26% 1.46% I 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike
CMS Caps
on 30y CONFIDENTIAL - PURSUANT TO FED…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457304.pdf
EFTA01400683
Dataset 10
2015-04-29
5p
476w
Subject:
Fw: Higher rates in Europe - timely [C]
From:
Paul Morris ‹ >
To:
Stewart Oldfield ‹ >
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01400683.pdf
EFTA01457309
Dataset 10
1p
220w
…00% 1.25% 1.25% 1.50% 1.50% Expiry ly 2y ty 2y ly 2y Tail 30y 30y I 30y 30y 30y 30y ATTAF 0.94% 1.07% 0.94% 1.07% 0.94% 1.07% Offer (mid) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) Break Even 1.26% 1.46% 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike
CMS Caps
on 30y CONFIDENTIAL — PURSUANT TO FED…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457309.pdf
EFTA01472954
Dataset 10
2015-04-30
5p
657w
Subject:
Re: Higher rates in Europe - timely [C]
From:
Paul Morris a>
To:
Daniel Sabba
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472954.pdf
EFTA01357637
Dataset 10
1p
171w
…1.25% 1.25% 1.50% 1.50% Expiry 1y 2y 1y 2y ty 2y Tail 30y 30y 30y 30y 30y 30y ATMF 0.94% 1.07% I 0.94% 1.07% 0.94% 1.07% Offer (mid) bps 26 (23) 46 (40) 16 (14) 34 (30) 10 (8) 25 (21) [ Break Even 1.26% 1.46% I 1.41% 1.59% 1.60% 1.75% Terminal Payout Chart for 1% strike
CMS Caps
on 30y CONFIDENTIAL - PURSUANT TO FED…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357637.pdf
EFTA01472959
Dataset 10
2015-04-30
6p
917w
Subject:
Re: Higher rates in Europe - timely [C]
From:
Paul Morris ‹ >
To:
[email protected]
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472959.pdf
EFTA00858048
Dataset 9
2015-04-30
5p
970w
Subject:
RE: Higher rates in Europe - timely [C]
From:
Daniel Sabba
To:
"jeffrey E." <
[email protected]
>
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00858048.pdf
EFTA00858199
Dataset 9
2015-04-29
3p
527w
Subject:
Higher rates in Europe - timely [C]
From:
Daniel Sabba <
To:
"jeffrey E." <jeevacation4gmail.com>
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00858199.pdf
EFTA00857856
Dataset 9
2015-04-30
5p
928w
Subject:
Re: Higher rates in Europe - timely [C]
From:
Paul Morris <
To:
[email protected]
<
[email protected]
>
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00857856.pdf
EFTA01207563
Dataset 9
2015-04-30
4p
923w
Subject:
Re: Higher rates in Europe - timely [C]
From:
"Jeffrey E." <
[email protected]
>
To:
Daniel Sabba
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01207563.pdf
EFTA00858044
Dataset 9
2015-04-30
3p
703w
Subject:
RE: Higher rates in Europe - timely [C]
From:
Daniel Sabba
To:
Daniel Sabba "Jeffrey E." <jeeyacationggmail.com>
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00858044.pdf
EFTA01375552
Dataset 10
2015-04-29
1p
403w
Subject:
Re: Higher rates in Europe - timely [C]
From:
Stewart Oldfield
To:
Paul Morris
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01375552.pdf
EFTA01357636
Dataset 10
2015-04-29
1p
351w
Subject:
Fw: Higher rates in Europe - timely [C]
From:
Paul Morris
To:
Stewart 0ldfield
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357636.pdf
EFTA01457307
Dataset 10
2015-04-30
1p
460w
Subject:
Re: Higher rates in Europe - timely (C)
From:
Paul Morris
To:
Daniel Sabba
…German bund yields. The chart also shows the 5 and 15 year average yield for the 30y EUR Swap rate • Investors are now questioning if these unprecedented lows are sustainable and how they can position themselves for a rise in European rates • To articulate this view, investors can purchase
CMS caps
on the 30yr EUR swap rate that provides a linear payout on the 30yr EUR Swap rate if it rises above the strike. In this trade, even a small…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457307.pdf
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18 total
Set 9
5
Set 10
13