EFTA01740519.pdf
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From: "Barrett. Paul S"
To: • Jeffrey Epstein lee "
Cc: "Giuffrida, David J"
Sent: Wednesday, Novem r . •• ••
Subject: Short dated EUR Idea
Jeffrey
We should buy a 1 month 1.3500 EUR Put with a continuous KO at 1.2800. Cost is 50bps. Vanilla cost
is 1.75%.
20MM notional would cost $100K. Then would sell a 1.41 EUR call to finance it only if we see a pop
back up to 1.3800.
Paul
Paul Barrett, CFA
Managing Director
Global Investment Opportunities Group
1PMorgan Private Bank
40W 57th Street, 33rd Floor, New York, NY 10019
(W) (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
http://wwwjpmorgan.com/pages/disclosurestemail.
EFTA_R1_00029886
EFTA01740519
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2bea90823050132b3fde42462db46cb9ea9bdb64f3ca087165c100c13fcb1f1f
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EFTA01740519
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document
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1
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