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efta-efta01459920DOJ Data Set 10CorrespondenceEFTA Document EFTA01459920
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DOJ Data Set 10
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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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