📄 Extracted Text (182 words)
From: Vahe Stepanian
Sent: 3/3/2016 1:12:19 PM
To: Jeffrey Epstein 'eeyacation@ mail comI
CC: Daniel Sabba • Ariano Dwyer Paul Morris I I
Richard Kahn
Subject: RE: EURUSD Indicative Pricing ICJ
Classification: Confidential
Jeffrey — please find refreshed indicative levels below per Rich's request.
Thank you,
Vahe
Selling 1.12 EUR Call/Buying 1.0675 EUR Put 6 months expiry
Spot Ref 1.0938
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: 1.075
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
Settlement: Thu 08-Sep-2016
Net Premium:
SOFL Pays USD 0
Selling 1.13 Call/ Buying 1.056 EUR Put 6 month expiry
Spot Ref 1.0938
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: 1.0675
Notional: EUR 100,000,000
Expiry: Tue 06-Sep-2016
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 120560
CONFIDENTIAL SDNY_GM_00266744
EFTA01459841
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