EFTA02393405.pdf

From: Barrett, Paul S MEMMEMIMMI.Mm Sent: Wednesday, February 6, 2013 2:48 PM To: Jeffrey Epstein Cc: Ens, Amanda; Weissend, Renee E Subject: Oil riskies Bullish Brent oil riskies &midd=t; &nb=p; Client buys oil call Client sells oil put Each of the below are ca=hless =OA Contract Option expiry Refer=nce rate Vanilla risky strikes =OA Exotic put using same call strike =OD Apr13 11Mar2013 115.25 =0A110 / 121=/span> 115 put with at=expiry la @ 108 =0AMay13 10Apr2013 114.40 104.50 / 124 111 put with at•expiry KI @ 101.5<=p> 1=113 EFTA_R1_01421915 EFTA02393405 10Jun2013 113.00 =OD 98 / 1=7 10= put with at-expiry KI @ 93.50 Aug13 =0A11Jul2013 </=d> =OD 112.25 =OD 97 / 126.50 =OD 104 put with at-expiry KI @ 91<=:p> Sep13 =p class="MsoNormal">12Aug2013 =/td> 111.50 <=pan style="font-size:11.0mfont-family:"Calibri","sans=serif"">91.50/ 131 100 put with at-expiry KI @ 85 =OD 320 Park Avenue. 14th Floor. New York. NY 10022 I NMLS ID# 853441 This e=ail is confidential and subject to important disclaimers and conditions in=luding on offers for the purchase or sale of securities, accuracy and comp=eteness of information, viruses, confidentiality, legal privilege, and leg=l entity disclaimers, available at http://www.jpmorgan.com/pages/discl=sures/email. 2 EFTA_R1_01421916 EFTA02393406