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sd-10-EFTA01362101Dept. of Justice

EFTA Document EFTA01362101

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From: Vahe Stepanian Sent: 6/29/2015 5:15:35 PM To: Jeffrey Epstein ([email protected] CC: Daniel Sabba I; Ariane Dwyer ; Paul Morris Stewart Oldfield i j; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) ICI Classification: Confidential Jeffrey - per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD spot ref 3m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1660

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Dept. of Justice
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sd-10-EFTA01362101
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