Epstein File EFTA01447274: Document from Set 10 (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01447274: Document from Set 10 (DS10)

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This document contains investment implementation details for swap structures and derivative positions, including long-only and long/short strategies involving CROCI dividends and S&P 500 indices. It specifies payment terms, notional amounts, margin requirements, and LIBOR-based pricing for client positions.

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Excerpt 1

resending implementation solutions here (full detail if you scroll down): Long only - TRS on CROCI US Dividends (DBUSSDUT): Underlying: CROCI Div (DBUSSDUT) **Client**

Excerpt 2

Pays: 3mLibor + 0.85% p.a.,x Notional compounded quarterly **Client** RCVS: Notional X [Final/Initial . 1] Initial Margin: 20% Long/short US only - Long CROCI

Excerpt 3

Short S&P 500 (two swaps): Underlying: CROCI Div (DBUSSDUT) and S&P 500 (SPTR) **Client** Pays: [SPTR Perf - (3mLibor + 0.20% p.a)] X Notional **Client** RCVS: