Epstein File EFTA01489337: Asset (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01489337: Asset (DS10)

Financial RecordDate unavailableEFTA014893371 keyword hits

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This document is a financial derivatives portfolio statement detailing multiple interest rate swap positions with strike prices of 4.35% and 4.25%, expiration dates in May and June 2010, and underlying asset values of $10,000,000 each. It includes swaption call positions and shows mark-to-market valuations for each derivative instrument.

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asset

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Excerpt 1

) 1.00 (613,263.87) (136,000.00) (477,263.87) 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS. 3ML EXP DATE 06/30/2010 DEAL 5161946 Underlying **Asset**

Excerpt 2

1.000) 1.00 (573,839.18) (125,000.00) (448,839.18) 10,000,000 INTEREST RATE SWAP STRIKE 4.35% S 30/360 VS 3ML EXP DATE 06/14/2010 DEAL 5162475 Underlying **Asset**

Excerpt 3

OTCBDC-TC-N P 1 RECEIVER SWAPTION CALL 1.00 N/A 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 05/28/2010 DEAL 5163369 Underlying **Asset**