EFTA00704672.pdf

From: Paul S Barrett To: "Epstein, Jeffrey ([email protected])" <[email protected]> Subject: Oil Date: Thu, 09 Dec 2010 16:06:07 , 0000 We can sell the 90 oil call that expires next week for 30,000. Was cashless upfront. New risk reversal would be: Aug2011 contract 100 Call 81.25 Put Or 105 Call 77.25 Put Both cashless I like the 1st strategy Paul Barrett, CFA Managing Director Global Investment Opportunities Group JPMorgan Private Bank 40W 57th Street, 33rd Floor, New York, NY 10019 212-622-2770 (W) 212-310-0108 (F) This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at EFTA00704672