Case File
efta-01453206DOJ Data Set 10OtherEFTA01453206
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01453206
Pages
1
Persons
0
Integrity
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From:
Sent:
To:
CC:
Paul Morris
; Vinit Sahni
Nay Gupta
Ste anian I
1; Jean Anne Wiebracht (Jeanie)
Tazia Smith
3/13/2014 6:01:55 PM
jeffrey epstein [[email protected]
Subject:
Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [CJ
Classification: Confidential
Jeffrey -
As discussed, today you executed the following:
underlying: Jun14 WTI
Bloomberg code: CLM4 <comdty>
RMS counterparty code: SOFL
SOFL buys $101 call
son. sells 493.5 put
Premium: Zero
Notional: 100,000 bbl s on each leg
Both legs knock out if on any day CLM4 fixes below 420/bbl
Initial Margin = 13%
Tazia Smith
Di rector
Key Client Partners - US
Deutsche Bank Securities, Inc.
Deutsche Asset & Wealth Management
345 Park Avenue - 26th Floor
New York, NY 10154
Tel:
Mobil •
Fax:
E-mai
; Rich Kahn
Vahe
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0 110699
CONFIDENTIAL
SDNY_GM_00256883
EFTA01453206
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