EFTA Document EFTA01386990

B SPX Jan 2000 Put @ $24.40/ct. S SPX Jan 2125 Call @ S25.30/ct. B SPX Jan 1950 Put @ $16.40/ct. S SPX Jan 2145 Call @ $17.00/ct. Please let us know which strikes, expiries and size you would like to execute and we'll be back you with live pricing after the open. Alternatively, we can also look at listed options on SPY (i.e. the SPX Index ETF). Thank you, Vahe From: jeffrey E. [mailto:ieevacationftmail.com] Sent: Thursday, November 19, 2015 7:50 AM To: Daniel Sabba Subject: Re: (No Subject) short duration rolling out on expiration. . On Thu, Nov 19, 2015 at 7:09 AM, Daniel Sabba ‹ > wrote: Ok. Will look into it and revert. Two question: 1. What expires would you like to focus on? 2. Please confirm you meant long put, short call with equal premiums when you wrote zero cost put strategies. Thanks Original Message From: jeffrey E. [ieevacationahmail corn] Sent: Thursday, November 19, 2015 03:35 AM Pacific Standard Time To: Daniel Sabba; Vahe Stepanian; Richard Kahn Subject: we should look at zero cost put strategies, on the dow or s and p. . if there is a terrorist incident the market will drop 1000 points in an hour.. maybe one touch options please note The information contained in this communication is confidential, may be attorney-client privileged, may constitute inside information, and is intended only for the use of the addressee. It is the property of JEE Unauthorized use, disclosure or copying of this communication or any part thereof is strictly prohibited and may be unlawful. If you have received this communication in error, please notify us immediately by CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0088974 CONFIDENTIAL SDNY_GM_00235158 EFTA01386990