EFTA00637540.pdf

From: Vahe Stepanian To: "Jeffrey E." <[email protected]> CC: Paul Morris , Daniel Sabba , Ariane Dwyer , Richard Kahn Subject: RE: Re: [SC] Date: Fri, 08 Jan 2016 21:28:47 +0000 Classification: Strictly Confidential Jeffrey — indicative levels are below. Pricing below assumes Southern Financial LLC wants to be long AAPL shares. Total Return Swap: Swap Seller: DB Swap Buyer: Southern Financial LLC Ticker: AAPL Size: 250,000 shares Expiry: 12 months Spread: 1mL+ 75bps Resets: Quarterly Optional Early Termination: Applicable, 3 days (two-way) Commissions: $0.03 per share, in and out IA: 35% (Cash, Treasuries, or Munis) We will call you before the open on Monday to confirm. Thank you, Vahe From: Jeffrey E. (mailto Sent: Friday, January 08, 2016 3:14 PM To: Daniel Sabba Cc: Paul Morris; Richard Kahn; Vahe Stepanian; Ariane Dwyer Subject: Re: Re: quarterly stc yes , talk to rich kahn , lets wait until tomorw morhing will call beforeth opeing On Fri, Jan 8, 2016 at 4:09 PM, Daniel Sabba < > wrote: Jeffrey, Can you please confirm: a. Whether you would like us to indicate Southern financial going long AAPL on TRS b. Whether we should price 1y expiry of the TRS c. What reset frequency would you like us to price? Monthly / quarterly / etc? d. If you decide to transact once we have the indication, would you like us to execute VWAP to close? Best regards, EFTA00637540 Daniel From: Jeffrey E. [mailto Sent: Friday, January 08, 2016 2:52 PM To: Paul Morris; Daniel Sabha; Richard Kahn Subject: Re: just typing you an eaill , lets do a total return swap 250,000 apple On Fri, Jan 8, 2016 at 3:50 PM, Paul Morris < wrote: Hope you're well let's find few minutes to connect early next week. Thanks 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. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to [email protected], and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved 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. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. please note EFTA00637541 The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by return e-mail or by e-mail to jeevacationg4gmail.com and destroy this communication and all copies thereof, including all attachments. copyright -all rights reserved 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. Deutsche Bank does not render legal or tax advice, and the information contained in this communication should not be regarded as such. EFTA00637542