📄 Extracted Text (217 words)
From. Jeffrey Epstein [email protected]>
To. Tazia Smit
Date. 02/07/201412:08 PM
Submot. Re: ...barrier note (us and euro combo) and WAY stabilizing.... id]
speadsheet out returnds for me thanks
On Fri, Feb 7, 2014 at 10:29 AM, Tazia Smith > wrote:
Classification: Confidential
Good Morning Jeffrey -
I called be I'd priced this short dated S&P Feb22 1780/1770 put spread trade to fade the post-NFP
bounce but the S&P just retraced a quick 6 points and ate into the payout. Be back -- and/or let me
know if you hat that that view!
What were your thoughts on the Eurostoxx + Russell 2000 Contingent Min/Barrier note? I thought the
combining the euro and US views, uncapped upside was attractive. Monday may be better day to
trade, but please let me know if you liked the structure so I can re-price.
13mo Contingent Minimum Return Worst-of Note (Eurostoxx50 and Russell 2000):
WoF SX5E/RTY
11.5% Cont Min Return
80% Barrier Daily obs.
uncapped
max loss: 100%
Indicative levels only, subject to market movement, source: DB AWM Structured Solutions, 2/5/14.
Within your healthcare theme, BMY starting to stabilize, consider initiating your position BMY (2.0 in
your percentages).
6mo charts below for your convenience.
BMY 6mo Price History
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 109523
CONFIDENTIAL SDNY_GM_00255707
EFTA01452480
ℹ️ Document Details
SHA-256
531e4ca41ed0540771f2d9c69a8a07e8d83b8acdbe38a775cd7c21203ef775b7
Bates Number
EFTA01452480
Dataset
DataSet-10
Document Type
document
Pages
1
Comments 0