Case File
efta-efta01204374DOJ Data Set 9OtherFrom: Paul Morris cza
Date
Unknown
Source
DOJ Data Set 9
Reference
efta-efta01204374
Pages
2
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0
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From: Paul Morris cza
To: "Jeffrey Epstein" <[email protected]>
Subject: Fw: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C]
Date: Fri, 14 Mar 2014 01:03:26 +0000
Importance: Normal
Inline-Images: graycol.gif
Classification: Confidential
There is nothing more important to me than you and leon we have to get this right, we can talk tomorrow
'Tazia Smith
Pram: Tazia Smith
Sent: 03/13/2014 06:01 PM EDT
To: 'Jeffrey epstein' [email protected]>
Ce: Paul Morris; Vinit Sahni; Nay Gupta; Vahe Stepanian; 'Jean Anne Wiebracht [Jeanie]'
>, 'Rich
Kahn' c
,>
Subject: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal (C]
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 $20/bbl.
Initial Margin = 13%
Tazia Smith
Director
Key Client Partners - US
Deutsche Bank Securities, Inc.
Deutsche Asset & Wealth Management
345 Park Avenue - 26th Floor
EFTA01204374
New York, NY 10154
Tel: (2lir
Mobil
Fax: (646) 257-3131
E-mail:
This communication may contain confidential 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
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.
EFTA01204375
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