From: Vahe Stepanian To: Jeffrey Epstein <[email protected]> , Stewart Oldfield , Richard Kahn , Ariane D er , Paul Morris CC: Daniel Sabba Subject: FW: Call follow-ups [C] Date: Fri, 29 May 2015 13:22:29 +0000 Classification: Confidential Jeffrey — I'm following up on the below. Indicative pricing per your request is as follows: Trade 1: Spot ref: Notional: Tenor: USDJPY Call Strike: Vol: Bid/Ask: USDJPY Call Strike: Vol: Bid/Ask: USDJPY Put Strike: Vol: Bid/Ask: Trade 2: Issuer: Maturity: Underlying: Coupon: Bullish USDJPY Seagull — bid/ask on each leg if executed individually: 123.89 USD10mm 6m Coupon baffler: Principal baffler: AutoCall: Thank you, Vahe 124.00 9.55/9.85 2.507/ 2.597% USD 128.00 10/10.3 1.402/1.493% USD 119.00 9.55/9.85 vol 1.195/1.27% USD Autocallable linked to SPX, RTY and SXSE: Credit Suisse 8 year Lesser of SPX, RTY,SX5E 7.40% p.a., subject to coupon barrier Paid and observed quarterly 50% of initial strike 50% of initial strike, maturity only observation Non-call 4 years, quarterly thereafter From: Daniel Sabba Sent: Thursday, May 28, 2015 6:24 PM To: Cc: Vahe Stepanian; Mane Dwyer; Paul Morris; Stewart Oldfield; Subject: Re: Call follow-ups [C] EFTA00642715