Case File
efta-02643267DOJ Data Set 11OtherEFTA02643267
Date
Unknown
Source
DOJ Data Set 11
Reference
efta-02643267
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
From:
Paul Barrett <
Sent:
Wednesday, July 19, 2017 2:39 PM
To:
Jeffrey Epstein
Cc:
Richard Kahn
Subject:
Euro
Jeffrey
Tried calling.
We can buy euro calls through Merrill on the ETF. It's not ideal but all we h=ve for now. Vol is around 7pct which is a
decent level.
I would start by buying 3 month 1.1700 equivalent calls on the FXE which tra=ks the EURO. Spend $100,000 to start.
Controls around 10mm notional.
AND:
Then put on a 1.1250 x 1.1750 risk reversal on 5mm (buy the 1.1750 calls and=sell the 1.1250 puts) Solve to make it
cashless.
Paul
Paul Barrett
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EFTA_R1_01878358
EFTA02643267
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