EFTA01459848.pdf

From: Vahe Stepanian Sent: 3/4/2016 12:34:47 PM To: Jeffrey Epstein [email protected] CC: Daniel Sabba ; Arian° Dwyer l; Paul Morris Richard Kahn Subject: EURUSD Indicative Pricing [CJ Classification: Confidential Jeffrey — refreshed, indicative levels are included below per Rich's request. Please let us know if you have questions. Thank you, Vahe EUR 1.12 Call and EUR 1.091Put Spot ref 1.1012 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.091 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 EUR 1.13 Call and EUR 1.08 Put Spot Ref 1.1017 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.08 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120578 CONFIDENTIAL SDNY_GM_00266762 EFTA01459848