Epstein File EFTA01454220: Document from Set 10 (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01454220: Document from Set 10 (DS10)

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This document outlines investment implementation solutions involving total return swaps (TRS) and structured products. It details two strategies: a long-only TRS on CROCI US Dividends with client paying 3-month LIBOR plus 0.85% per annum, and a long/short US strategy combining CROCI and S&P 500 swaps with specified payment terms and margin requirements.

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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: