Professional Documents
Culture Documents
APPENDIX A
July 5, 2006
STATEMENT
DEFENDANTS
IDENTIFIED
SOURCE
UBS Swiss Franc LIBOR Submitter: [I]ts our natural right to reflect
our interest in the libor fixing process based on our maturity
schedule. Any other bank will do the same. In the case we overdo,
we will fall off the fixing process anyway.
BlueCrest Capital Employee (To Deutsche Bank director): Cant you
ask your fft to contribute 1m chf libor very low today?? I have 10yr
of fix, 8 of which against ubs, and theyre getting on my nerves
UBS
UBS DOJ
Statement of Facts
at 31.
BlueCrest Capital
and Deutsche
Bank
Deutsche Bank
NYSDFS Consent
Order at 10.
UBS Swiss Franc Derivatives Trader told UBS Swiss Franc TraderSubmitter that he was on the receiving end of a large fixing tied to
one-month Swiss Franc LIBOR at the end of July, and, therefore,
wanted a high one-month fixing. The Trader-Submitter agreed to
make the submission high.
UBS
UBS DOJ
Statement of Facts
at 31; UBS CFTC
Order at 38.
Deutsche Bank
Deutsche Bank
CFTC Order at 33.
RBS
Bank E
July 4, 2007
London MMD Swiss Franc Trader 1: hello sir, welcome back, you
missed nothing, not sure if matches with you but my int is for a lower
fixing, thanks
Swiss Franc Submitter 1: HI [London MMD Swiss Franc Trader 1],
NOTED N LET U KNOW.NO PROBL CIAOOO
Swiss Franc Trader: (To Bank E Swiss Franc Trader)
yes.. they called 3m libor unchanged this morn[,] so i complained[,]
so its all moved
1
RBS
Bank E
Deutsche Bank
Deutsche Bank
CFTC Order at 33.
RBS
Panel Bank 2
December 13,
2007
External Swiss Franc Trader B: make sure you tell your guy to set
low LIBOR . . . .
RBS Derivatives Trader A: I have told him but not sure how low he
will go
2
Bank E Swiss Franc Trader: you what I hope[,] that libor 3m is not
going up
RBS
Bank E
Deutsche Bank
Deutsche Bank
FCA Final Notice
at 13.
[]
Swiss Franc Trader: Yes.. Should not go up.. Just hang here
Bank E Swiss Franc Trader: ok[,] just weird that zurich put it at 2.77
today
Swiss Franc Trader: So fx basis will go negative if 3m usd ever starts
to go down
[]
Bank E Swiss Franc Trader: you should tell [Primary Submitter][,] if
you can[,] the set it at 2.78
[]
Swiss Franc Trader: I ask him for low today[,] 3m and 6m
Bank E Swiss Franc Trader: hahah[,] yes ok mate I am heading out
for a run[,] enjoy[,] talk tom[,] get those fixings down
July 25, 2008
Deutsche Bank
Deutsche Bank
DOJ Statement of
Facts at 61-62; DB
Group DOJ
Statement of Facts
at 35-36.
Deutsche Bank
Deutsche Bank
DOJ Statement of
Facts at 62-63;
DB Group DOJ
Statement of Facts
at 36-37;
Deutsche Bank
CFTC Order at 33;
Deutsche Bank
NYSDFS Consent
Order at 6.
RBS
Bank E
Deutsche Bank
Deutsche Bank
DOJ Statement of
Facts at 63-65; DB
Group DOJ
Statement of Facts
at 37-39.
Deutsche Bank
Deutsche Bank
CFTC Order at 3334.
Deutsche Bank
Deutsche Bank
CFTC Order at 34.
RBS
RBS DOJ
Swiss Franc Submitter 1: sure no probl will quote unchgd 1.00 for
1,2 and 3 mths if ok
Senior Yen Trader-Submitter : many Thanks
December 3, 2008
December 4, 2008
Swiss Franc Trader: can you put 6m swiss libor low pls?
6
Primary Submitter: NO
Swiss Franc Trader: should have pushed the door harder
Primary Submitter: Whats it worth
Swiss Franc Trader: ive got some sushi rolls from yesterday?
Primary Submitter: ok low 6m, just for u
Swiss Franc Trader: wooooooohooooooo[,] 0.01%? thatd be
awesome
Primary Submitter: 1.33
Swiss Franc Trader: perfect[.] u r a nice man
December 31,
2008
RBS
RBS
RBS
RBS DOJ
Statement of Facts
at 35; RBS CFTC
Order at 26-27;
RBS FSA Final
Notice at 12-13.
RBS
Swiss Franc Trader-8: (in chat room containing at least Trader-7 and
Submitter-1) can you fix 3mth libor as high as possible today, thanks.
RBS
Trader-7: can we pls get a very very low very low 3m and 6m fix
today pls.
RBS
RBS
Bank E
RBS
RBS
RBS DOJ
Statement of Facts
at 37.
RBS
RBS DOJ
Statement of Facts
April 9, 2009
Swiss Franc Trader 7: (in chat with at least Junior Money Markets
Trader) can we go 41 and 52 today pls guys?
Junior Money Markets Trader: sure guys
Junior Money Markets Trader: thats in
May 5, 2009
10
Swiss Franc Trader: [Primary Submitter] pls can we get super high
3m[,] super low 6m
RBS
RBS DOJ
Statement of Facts
at 36; RBS CFTC
Order at 28-29.
RBS
Bank E
Deutsche Bank
Deutsche Bank
CFTC Order at 34.
Deutsche Bank
Deutsche Bank
CFTC Order at 34.
Deutsche Bank
Deutsche Bank
CFTC Order at 3435.
September 9, 2010
:-)
tks
Deutsche Bank
Deutsche Bank
13
Deutsche Bank
Deutsche Bank
CFTC Order at 35.
Deutsche Bank
CFTC Order at 35.
Deutsche Bank
CFTC Order at 35.