📄 Extracted Text (241 words)
To: Jeffrey Epstein 'eevacation gmail.com
Cc: Ens, Amanda
From: Barrett, Paul
Sent: Tue 2/5/2013 8:35:28 PM
Subject: RE:
OK
I did send some last week (see below). Are these strikes wide enough?
Jeffrey
These strikes are fairly wide — roughly $20 wide either side of spot. We had traded prior options based
on 100,000 bbls per maturity.
Buy call / sell put / cashless
Contract Option Expiry Reference Rate Put strike Call Strike
July13 10Jun2013 113.50 94.00 133.50
Aug13 11Jul2013 112.75 92.00 133.50
Sep13 12Aug2013 112.00 90.00 133.50
Paul Barrett I Managing Director I Global Investment Opportunities Group 13.P. Morgan Private Bank
320 Park Avenue, 14' Floor, New York, NY 10022 I T: (212) 622-2770 I F: (212) 310.0108 I
paul.s.barrettemorgan.com I NMI-5 ID* 853441
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From: Jeffrey Epstein [mailto:[email protected]]
Sent: Tuesday, February 05, 2013 3:31 PM
To: Barrett, Paul S
Subject:
lets look at a variety of oil cashless spreads.
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