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efta-efta00985951DOJ Data Set 9OtherFrom: Tazia Smith •t:
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DOJ Data Set 9
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efta-efta00985951
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From: Tazia Smith •t:
a>
To: "Jeffrey epstein" <jeevacation®gmail.com>
Cc: "Paul Morris"
, "Vinit Sahni"
, "Nav Gupta"
, "Vahe Stepanian"
"Jean Anne Wiebracht
(jeanie)"
"Rich Kahn"
Subject: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C]
Date: Thu, 13 Mar 2014 22:01:55 +0000
Importance: Normal
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
SOFL sells $93.5 put
Premium: Zero
Notional: 100,000 bbls on each leg
Both legs knock out if on any day CLM4 fixes below S20/bbl.
Initial Margin = 13%
Tazia Smith
Director
Key Client Partners - US
Deutsche Bank Securities, Inc.
Deutsche Asset & Wealth Management
345 Park Avenue - 26th Floor
New York, NY 10154
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and/or privileged information.
If you are not the intended recipient
(or have received this communication
in error) please notify the sender immediately and destroy this
communication. Any unauthorized copying, disclosure or distribution
of the
EFTA00985951
material in this communication is strictly forbidden.
Deutsche Bank does not render legal or tax advice, and the information
contained in this communication should not be regarded as such.
EFTA00985952
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