Epstein File EFTA01454255: Document from Set 10 (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01454255: Document from Set 10 (DS10)

Financial RecordDate unavailableEFTA014542550 keyword hits

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This document describes a complex equity derivatives swap structure involving CROCI (Cash Return on Invested Capital) US Dividends versus the S&P 500. The trade specifies a 20% initial margin requirement, long/short positioning in US equities, and payment terms tied to S&P 500 performance minus LIBOR plus 0.20% per annum. The document outlines the notional amounts and underlying indices for the swap agreement.

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client

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Excerpt 1

**Client** Rcvs: Notional X [Final/Initial - 1] Initial Margin: 20% Long/short US Only - Long CROCI US Dividends VS.

Excerpt 2

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: