EFTA01140174.pdf

From: Tazia Smith To: Jeffrey Epstein <[email protected]> Cc: Paul Moths Subject: Re: ...barrier note (us and euro combo) and BMY stabilizing.... [C] Date: Mon, 10 Feb 2014 16:05:39 +0000 Inline-Images: unnamed; unnamed(1); unnamed(2); unnamed(3); unnamed(4); unnamed(5); unnamed(6) Classification: Confidential Good Morning Jeffrey - Thoughts on this Eurostoxx/RTY? And/or the S&P/RTY? Best, Tazia From: To: Jeffrey Epstein [email protected]>@DEUBAINT. Dale: 02,07/2014 12:34 PM Subject: Re: ...barrier note (us and euro combo) and BMY stabilizing.... Classification: Confidential Jeffrey - "Worst or note, therefore the reference the performance of the lesser of the Eurostoxx or the Russell 2k. Current levels, 80% barrier, 111.5% min contingent level, and 3yr price history charts (with 80% barriers delineated) are below. Russell 2000 Current: 1112 80%: 889 111.5%: 1240 SX5E Current: 3038 80%: 2430 111.5%: 3387 "lesser or return Barrier breached Barrier not breached (daily observation) 30% 30% 30% 20% 20% 20% 10% 10% 11.50% 5% 5% 11.50% 0% 0% 11.50% -5% -5% 11.50% -10% -10% 11.50% -15% -15% 11.50% -20% -20% NA -30% -30% NA EFTA01140174 For illustrative purposes only. Source: DB WM Structured Solutions, 2/7/14. Eurostoxx 50 3 Price Histo !bast Price 3038.49 -1T Ittgb n 01/15/14 3168.76 4- Ave 2611.63 1. Low on 09/12/11 199 2011 J 2012 2013 1201 SXSE Index (EURO STO)0( 50 Price EUR) Daily 07FE52011-07FE52014 Copyright® 2014 5lcxxnterg Finance . 07-Feb-2014 12:30:40 Russell 2000 3 r Price Histo 1200 J• Last Price 112.82 T High on 01/22/14 181.29 4- Average 874.05 1. Low on 10/03/11 609.49 2011 I 2012 2013 1201 RTY Index (Russell 2000 Index) Daily 07FEB2011-07FEB2014 Copyright@ 2014 Bloomberg Finance L.P. 07-Feb 2014 12:32:09 Tazia Smith Director I Key Client Partners - US Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue. 26th Floor Pagreitn4-tr 'Peep-rm. EFTA01140175 From: Jeffrey Epstein ieevacabon®gmail.com> To: Tazia Smitlelanfleffil Dale: 02,07/2014 12:08 PM Subject: Re: ...barrier note (us and euro combo) and BMY stabilizing.... (C) speadsheet out returnds for me thanks On Fri, Feb 7, 2014 at 10:29 AM, Tazia Smith < > wrote: Classification: Confidential Good Morning Jeffrey - I called be I'd priced this short dated S&P Feb22 1780/1770 put spread trade to fade the post-NFP bounce but the S&P just retraced a quick 6 points and ate into the payout. Be back -- and/or let me know if you hat that that view! What were your thoughts on the Eurostoxx + Russell 2000 Contingent Min/Barrier note? I thought the combining the euro and US views, uncapped upside was attractive. Monday may be better day to trade, but please let me know if you liked the structure so I can re-price. 13mo Contingent Minimum Return Worst-of Note (Eurostoxx50 and Russell 2000): WoF SXSE/RTY 11.5% Cont Min Return 80% Barrier Daily obs. uncapped max loss: 100% Indicative levels only, subject to market movement, source: DB AWM Structured Solutions, 2/5/14. Within your healthcare theme, BMY starting to stabilize, consider initiating your position BMY (2.0 in your percentages). 6mo charts below for your convenience. BMY 6mo Price History EFTA01140176  i• Last Price 48.98 T High on 01/10/14 56.18 -9- Average 48.3477 1 Low on 08/21/13 41.32 • Volpme 245 10.97411 171111nIMmtlWrIMI1111111111 Jul Aug Sep Oct Nov Dec Jan 2013 I 2014 WV US Equity (Bristol-Myers Squibb Co) Daily 07]12013-07T€62014 Copyrightil 2014 Bloomberg Finance . 07-ES-2014 C9:28:59 Speak with you soon, Tazia Tazia Smith Director I Key Client Partners - US Deutsche Bank Securities Inc Deutsche Asset & Wealth Management 345 Park Avenue, 26th Floor Email f-kkg40t,-fulleigint This communication may contain confidential and/or privileged information. If you are not the intended recipient (or have received this communication in error) please notify the sender immediately and destroy this communication. Any unauthorized copying, disclosure or distribution of the material in this communication is strictly forbidden. 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