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efta-efta01459920DOJ Data Set 10Correspondence

EFTA Document EFTA01459920

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EFTA Disclosure
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From: Vahe Stepanian Sent: 3/10/2016 11:48:13 AM To: Jeffrey Epstein ([email protected] CC: Daniel Sabba Dwyer ; Paul Morris Richard Kahn Subject: RE: EURUSD Indicative Pricing (C) Classification: Confidential Jeffrey — please find refreshed indicative levels below per Rich's request. We will provide live levels should you wish to trade. Thank you, Vahe EUR 1.13 Call and EUR 1.1083 Put Spot Ref = 1.1147 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Leg 2: European Option Put SOH. buys European EUR Put on EUR/USO Strike: 1.1083 Notional: EUR 100,000,000 Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Net Premium: SOH. Pays USD 0 EUR 1.12 Call and EUR 1.1165 Put Spot Ref = 1.1132 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Leg 2: European Option Put SOH. buys European EUR Put on EUR/USD Strike: 1.1165 Notional: EUR 100,000,000 CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120696 CONFIDENTIAL SDNY GM_00266880 EFTA01459920

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