EFTA01457088.pdf

From: Vahe Stepanian Sent: 3/31/2015 11:34:55 AM To: Paul Morris Subject: FW: MCD Indicative Pricing IC] Classification: Confidential 3 of 3 From: Vahe Stepanian Sent: Monday, March 30, 2015 5:32 PM To: Jeffrey Epstein Cc: Daniel Sabba; Ariane Dwyer; Richard Kahn Subject: MCD Indicative Pricing [C] Classification: Confidential Jeffrey — please find indicative pricing below on MCD per your request. McDonald's (MCD) spot ref $97.88. ff1 -Total Return Swap: Swap Seller: DB Swap Buyer: Southern Financial LLC Ticker: MCD Size: 50,000 shares Expiry: 3/30/2016(1y) Spread: 1mL + 75bps Resets: Monthly Optional Early Termination: Applicable, 3 days (two-way) Commission: $0.06 per share in and out #12 - European Call options on MCD: Option Seller: Southern Financial LLC Option Buyer: DB Notional: 50,000 OTC Call Expiry: 3/30/2016(1y) Strike: 100% of TRS Initial Strike Bid: 5.58% Delta: 47% If both the TRS + short call are executed as a package, IM would be 25%. Thank you, Vahe Vahe Stepanian Assistant Vice President I Key Client Partners Deutsche Bank Securities Inc. CONFIDENTIAL — PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 116480 CONFIDENTIAL SDNY_GM_00262664 EFTA01457088