Skip to main content
Skip to content

Duplicate Document

This document appears to be a copy. The original version is:

EFTA Document EFTA01447339
Case File
efta-efta01447339DOJ Data Set 10Correspondence

EFTA Document EFTA01447339

Date
Unknown
Source
DOJ Data Set 10
Reference
efta-efta01447339
Pages
0
Persons
0
Integrity
Loading PDF viewer...

Summary

Ask AI About This Document

0Share
PostReddit
Review This Document

Extracted Text (OCR)

EFTA Disclosure
Text extracted via OCR from the original document. May contain errors from the scanning process.
From: Sent: To: CC: Subject: Attachments: pic20849.gif; pic23371.gif; pic16330.gif; pic28764.gif; pic22506.gie pic15134.gif; pic29399.gif; pic23266.gif; pic07052.gif Nay Gupta 5/20/2014 1:12:50 PM [email protected]; DBComAdmins Tazia Smith Paul Morris Jeffrey - Two 9month expiry Rupee option trades + historical charts USDINR - 6 Month History (Embedded image moved to file: USDINR 12 Month History (Embedded image moved to file: pic20849.gif) pic23371.gif) Trade 1: 9month expiry vanilla USDINR puts Ref spot: USDINR 58.6 (Embedded image moved to file: pic16330.gif) (Embedded image moved to file: pic28764.gif) Scenario Analysis for Trade 1 Table shows value of option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic22506.gif) Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net zero premia Put strike: 58.08, call strike: 67.58 Ref spot: USDINR 58.6 Scenario Analysis for Trade 2 Table shows net value of a long put and short call option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic15134.gif) Nay From: TO: CC: "jeffrey E." <[email protected]> Date: 20/05/2014 17:22 Subject: Re: Jeffrey - Rupee Appreciation - Nav can you send me a chart of where this has been over the past 6 months? thaks On Tue, may 20, 2014 at 9:49 AM, Nav Gupta wrote: CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00248128 DB-SDNY-0 101944 EFTA01447339

Technical Artifacts (1)

View in Artifacts Browser

Email addresses, URLs, phone numbers, and other technical indicators extracted from this document.

Related Documents (6)

Dept. of JusticeOtherUnknown

EFTA Document EFTA01454349

Sent from my iPhone On )un 4, 2014, at 11:23 AM, Paul Morris rote: Classification: Confidential Lesley, I'm traveling so may be better for a few of us to call him or do a dial in? From: Lesley Groff Sent: 06/04/2014 10: iAsi Ah To: Paul Morris Cc: Tazia Smith; vinit Sahni; Nav Gupta ; vahe Stepanian Subject: Re: Call with je tomorrow [C] Jeffrey says ok to a 1pm NY time phone call with you all today. can he call you, Paul, at 1pm and you have everyone on the line ready to go? Sent

1p
Dept. of JusticeFinancial RecordUnknown

EFTA Document EFTA01479436

Subject: Depressed options volatility makes 'Renmimbi weaker' hedges very cheap I KCP Capital Markets [I] From: Tazia Smith sz: > Date: Tue, 28 Jan 2014 12:24:02 -0500 To: [email protected] Cc: Paul Morris < Vinit Sahni < Nav Gupta Vahe Stepanian Classification: For internal use only Jeffrey - Curious for your view on China. We're concerned about the defense of China's stability (even by our own Global Markets Research analyst, Jun Ma). China may be re-rating for longer-term st

4p
Dept. of JusticeOtherUnknown

EFTA Document EFTA01455493

Fax: (646 257-3131 E-mail: Nav Gupta ---- Original Message -- From: Nav Gupta Sent: 09/10/2014 08:05 AM GDT To: Paul Morris Cc: Tazia Smith; Vinit Sahni; Uzair Agee]. Subject: Re: epstein (I) Classification: For internal use only Paul - FX 1) sell 3mth 102 $Y Puts vs buy 111 $Y Calls roughly zero upfront prem (spot 106.50) 2) sell 3mth 1.5150 GBP put vs buy 1.685 Calls roughly zero upfront prem (spot 1.6150) 3) sell 6mth 1.35 eurusd calls vs buy 6mth 1.215 puts (spot 1.2950) of the

1p
Dept. of JusticeOtherUnknown

EFTA Document EFTA01447597

Forwarded by Nav Gupta/db/dbcom on 10/07/2014 17:08 From: vinit To: [email protected], Cc: Paul Morris/c Nav Gupta Date: 09/07/2014 14:41 Subject: Re: Jeffrey - can we have a quick chat this am ? [C] classification: confidential Hi Jeffrey - looping in Nay and Paul. To recap: we will find a few funds, which we think have best performance characteristic and best fees for u. Loan Funds better than single loans as u don't need to bother booking single loans and servicing them. If

1p
DOJ Data Set 9OtherUnknown

PDYSA 5 10/28/15

2p
DOJ Data Set 10CorrespondenceUnknown

EFTA Document EFTA01452864

0p

Forum Discussions

This document was digitized, indexed, and cross-referenced with 1,500+ persons in the Epstein files. 100% free, ad-free, and independent.

Support This ProjectSupported by 1,550+ people worldwide
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.