Epstein Files Search

EFTA01456939Dataset 10

1p206w

…lower volatility and lower drawdowns than Eurostoxx50 Index and Stoxx600 Index 5. Higher dividends (lower forwards) and lower volatility makes the underlying optionality in the trade cheaper leading to a leveraged upside participation Risks 1. Counterparty Risk 2. Mark-to-Market Risk 3. Risk of rising Libor Rates Payoff Comparison at Maturity 30% 25% •Index Long Only Structure - 0 44g g Fi er 10 Index performance comparison vs benchmarks CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456939.pdf

EFTA01400510Dataset 10

2015-02-103p542w

Subject: Fw: Swaps + hi h dividends - an interesting combination... [C]

From: Paul MorrisTo: Stewart Oldfield ‹ >

…dividends (lower forwards) and lower volatility makes the underlying optionality in the trade cheaper leading to a leveraged upside participation Risks Counterparty Risk Mark-to-Market Risk Risk of rising Libor Rates Payoff Comparison at Maturity {cid:3 [email protected]} Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SXSE Index is about 55% over the full period {cid:4 =C7BBF74EDF8AF8BD8f9e8a93df9386909@db…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01400510.pdf

EFTA01479284Dataset 10

2015-02-103p511w

Subject: Swaps + high dividends - an interesting combination... [C]

From: Daniel Sabba <a>To: jeffrey E. <[email protected]>

…dividends (lower forwards) and lower volatility makes the underlying optionality in the trade cheaper leading to a leveraged upside participation Risks Counterparty Risk Mark-to-Market Risk Risk of rising Libor Rates Payoff Comparison at Maturity {cid:3 [email protected]} Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SXSE Index is about 55% over the full period {cid:4 =C7BBF74EDF8AF8BD8f9e8a93df9386909@db…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01479284.pdf

EFTA01193219Dataset 9

2015-02-232p781w

Subject: FW: Swaps + high dividends - an interesting combination... [CI

From: Daniel SabbaTo: "jeffrey E." <[email protected]>

…5% - Iridexl.ongOnly 0% • Str0C050 li gg e gge t g Ul e e g t egl 5% 10% 15% 20% 25% Index performance comparison vs benchmarks — Higher returns and loner volatility than the benchmark — The Index es also shoving tower drawdowns than the benchmarks — The beta to SXSE Index is about 55% over the full period Performance since Index inception Return statistics STOXX Europe Low Beta High DP/ 50 Index SXSE Index STOXX Europe (PR) Index (PR) 600 Index…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01193219.pdf

EFTA01193202Dataset 9

2p747w

Subject: Swaps + high dividends - an interesting combination... ICI

From: Daniel Sabba •c >To: "jefirey E." <[email protected]>

…Risk of rising Libor Rates Payoff Comparison at Maturity EFTA01193202 in 25% 20% 15% 10% 5% - Irtclex Long Only 0% - StruCturt liggegge t g4:elfgtelg 4% 10% 15% a" , 20% 25% Sex performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is a90 showing tower drawdowns than the benctimatts — The beta to SXSE Index is about 55% over the full period Performance since Index inception Return statistics 250 STOXX Europe Low Beta High 225 Dw…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01193202.pdf

EFTA01472515Dataset 10

2015-03-063p588w

Subject: FW: Swaps + hi h dividends - an interesting combination... [C]

From: Vahe StepanianTo: Paul Morris

…lower forwards) and lower volatility makes the underlying optionality in the trade cheaper leading to a leveraged upside participation EFTA01472516 Risks Counterparty Risk Mark-to-Market Risk Risk of rising Libor Rates Payoff Comparison at Maturity {cid:3 [email protected]} Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SXSE Index is about 55% over the full period {cid:4 =C7BBF74EDF8AF8BD8f9e8a93df9386909@db…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472515.pdf

EFTA01433913Dataset 10

2015-02-233p588w

Subject: FW: Swaps + hi h dividends - an interesting combination... [C]

From: Paul MorrisTo: Stewart Oldfield ‹ >

…dividends (lower forwards) and lower volatility makes the underlying optionality in the trade cheaper leading to a leveraged upside participation Risks Counterparty Risk Mark-to-Market Risk Risk of rising Libor Rates Payoff Comparison at Maturity {cid:3 [email protected]} Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SXSE Index is about 55% over the full period {cid:4 =C7BBF74EDF8AF8BD8f9e8a93df9386909@db…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01433913.pdf

EFTA00589804Dataset 9

8p1,805w

…current contract ■ Dynamic delta hedging on the options Hedge by buying delta amount of Brent futures Sub Index I Sub Index II Sub Index III Rebalancing ■ Rebalanced to equal weights every year on the option expiry of December contract DB Brent Short Volatility II Deutsche Bank EFTA00589807 DB Brent Short Volatility II Performance Analysis Index Returns Year on Year Performance Comparison' 400 Annual Returns for Excess Return Indices DB Brent Short • 500 Calendar Year Volatility II 300 2008 …

https://www.justice.gov/epstein/files/DataSet%209/EFTA00589804.pdf

EFTA01201000Dataset 9

8p1,814w

…delta hedging on the options Hedge by buying delta amount of Brent futures Sub Index I Sub Index II Sub Index III Rebalancing ■ Rebalanced to equal weights every year on the option expiry of December contract DB Brent Short Volatility II Deutsche Bank EFTA01201003 DB Brent Short Volatility II Performance Analysis Index Returns Year on Year Performance Comparison' 400 Annual Returns for Excess Return Indices DB Brent Short S&P 500 Calendar Year Volatility II 300 2008 -25.95% …

https://www.justice.gov/epstein/files/DataSet%209/EFTA01201000.pdf

EFTA01097458Dataset 9

8p1,814w

…delta hedging on the options Hedge by buying delta amount of Brent futures Sub Index I Sub Index II Sub Index III Rebalancing ■ Rebalanced to equal weights every year on the option expiry of December contract DB Brent Short Volatility II Deutsche Bank EFTA01097461 DB Brent Short Volatility II Performance Analysis Index Returns Year on Year Performance Comparison' 400 Annual Returns for Excess Return Indices DB Brent Short S&P 500 Calendar Year Volatility II 300 2008 -25.95% …

https://www.justice.gov/epstein/files/DataSet%209/EFTA01097458.pdf

EFTA01357476Dataset 10

1p171w

…and Stoxx600 Index 5. Higher dividends (lower forwards) and lower volatility makes the underlying optionality in the trade cheaper leading to a leveraged upside participation Risks 1. Counterparty Risk 2. Mark-to-Market Risk 3. Risk of rising Libor Rates Payoff Comparison at Maturity 10% 5% Long Only Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01357476.pdf

EFTA01456827Dataset 10

1p203w

…Risk 2. Mark-to-Market Risk 3. Risk of rising Libor Rates Payoff Comparison at Maturity 3°4 1 25% I 20% 10% 5% I . ...Index Long Only I I 0% . aStructure g g4g g g g g I g gg g I 5% -1°16 -15% I -20% •25% I Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456827.pdf

EFTA01368646Dataset 10

2014-03-041p389w

…resulting from increase in volatility Comparative performance analysis' Year on year performance comparison) Jan 2008 - Oct 2014' DB Brent Short Volatility II S&P 500 Annual Returns for Excess Return Indices Annualized Returns 21.4% 6.0% DB Sent Short S&P 500 Calendar Year Volatility II Volatility 12.8% 23.3% Sharpe Ratio 1.67 0.26 2008 -25.95% -37.00% Maximum Drawdown -27.2% -52.5% Start Date Jan-08 Dec-07 2009 83.19% 26.46…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01368646.pdf

EFTA01375239Dataset 10

2014-03-041p389w

…resulting from increase in volatility Comparative performance analysis' Year on year performance comparison) Jan 2008 - Oct 2014' DB Brent Short Volatility II S&P 500 Annual Returns for Excess Return Indices Annualized Returns 21.4% 6.0% DB Sent Short S&P 500 Calendar Year Volatility II Volatility 12.8% 23.3% Sharpe Ratio 1.67 0.26 2008 -25.95% -37.00% Maximum Drawdown -27.2% -52.5% Start Date Jan-08 Dec-07 2009 83.19% 26.46…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01375239.pdf

EFTA01461056Dataset 10

1p260w

…,17'44,4 -10% -15% • ..... -20% -25% Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SX5E Index is about 55% over the full period Performance since Index inception Return statistics 250 STOXX Europe Low Beta High 225 Div 50 Index SX5E Index STOXX Europe 200 (PR) Index (PR) 600 Index (PR) 175 IRR since inception 6.80% 2 34% 4.42% YR…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01461056.pdf

EFTA01456721Dataset 10

1p252w

…Maturity 30% 25% 20% 15% 10% 5% Index Long Only 0% Structure ggegA 4 g 4 gggOR Q 4-I ggg 5% 71 71 ti -10% -15% -20% -25% Index performance comparison vs benchmarks — Higher returns and lower volatility than the benchmark — The Index is also showing lower drawdowns than the benchmarks — The beta to SX5E Index is about 55% over the full period Performance since Index inception Return statistics 250 STOXX Europe Low Beta High 225 Div 50 Index …

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01456721.pdf

EFTA00282953Dataset 9

1p535w

…to accommodate the new unit configuration. Electrical service is within 3 amps of the present unit. Performance comparison to the present unit: 20% greater airflow with capability to reach 30% more airflow (3000 cfm — existing 2500 cfm though it has been measured as less) Dectmn's plenum fan will overcome greater static pressure as compared to the existing forward curve fan and do so with less noise for comparable conditions. 12% greater moisture removal capacity (28#/hr @ 50%, 34#/hr @…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00282953.pdf

EFTA00729830Dataset 9

50p6,026w

… Historical returns for 2001-2003 are presented in Shekels and were reviewed and audited by KPMG. 14 EFTA00729843 Accumulated Performance Comparison Sphera* vs. Equity Indices 2004 — 2010 195% 154% 145% 1 96% 99% 95% 71% 45% 29% 27% 1 27% I 6% 2% I• 11 mop _796 -5% S -6% -6% -8% IIMP -9% 1 II -20% -24% -29% -55% Since 1.1.2004 Since 1.1.2005 Since 1.1.2006 Since 1.1.2007 Since 1.1.2008…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00729830.pdf

EFTA01092530Dataset 9

25p1,396w

…advancement -adaptive intelligence: coach, and advance to new challenge levels -generates different levels of performance evaluation evaluation, from fine-grained for teachers and clinicians, to coarse for students -integration with social network for larger scale play and performance comparison 11 EFTA01092540 Watch out ... Scoreboard Bonus points: 10 Finish time: 1:14 Time: 1:14 This is a version of the child's game, Red Light Green Light. Subject must advance his avatar to finish line, but can only advance when…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01092530.pdf

EFTA00617516Dataset 9

14p1,596w

…1" Overall Span 7 30.35 m 26.30 m 26.68 m Gulfstream Proprietary Information, April 2017 7 G500 / G600 data is preliminary and subject to change EFTA00617523 Gulfstream Performance Comparison G650ER G500 G600 Normal Cruise M0.90 M0.90 M0.90 Long Range Cruise M 0.85 M 0.85 M 0.85 Mmo M 0.925 M 0.925 M 0.925 Range at LRC 7,390 nm 5,000 nm 6,200 nm 8 Pax, ISA…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00617516.pdf