Epstein File EFTA01488926: Asset (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01488926: Asset (DS10)

Financial RecordDate unavailableEFTA014889261 keyword hits

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Investment portfolio statement detailing derivative positions including XAU put options, USD call options with strike price of $1,115.00 expiring 6/17/2010, and interest rate swaps with strike rates of 4.350% and 4.25% expiring in July and August 2010. The document shows underlying asset values and specific deal numbers (5164984, 5166005) for swap transactions with notional amounts of $10 million.

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asset

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Excerpt 1

$200,350.17 Other XAU PUT OPTION (5,000.000) 1.14 (5,701.58) (85,000.00) 79,298.42 USD CALL OPTION STRIKE 1,115.00 EXPIRES 6/17/2010 KI @ 1,085 Underlying **Asset**

Excerpt 2

1.000) 1.00 (656,612.57) (909,000.00) 252,387.43 10,000,000 INTEREST RATE SWAP STRIKE 4.350% S 30/360 vs 3ML EXP DATE 07/26/2010 DEAL 5164984 Underlying **Asset**

Excerpt 3

SWAPTION CALL (1.000) (545,000.00) 545,000.00 10,000,000 INTEREST RATE SWAP STRIKE 4.25% S 30/360 VS 3ML EXP DATE 08/13/2010 DEAL 5166005 Underlying **Asset**