Case File
efta-01365711DOJ Data Set 10OtherEFTA01365711
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01365711
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
Settlement: Mon 09-Nov-2015
ZoneCut: NY
As a spread:
Price on the 116.00 is $117,500 / $130,000
Price on the 125.00 is $117,500 choice
Thank you,
Vahe
Vahe Stepanian
Key Client Partners
Deutsche Bank Securities Inc.
E .
Mobile:
Email:
Original Message
From: Vahe Stepanian
Sent: Monday, May 04, 2015 10:00 AM Eastern Standard Time
To: Jeffrey Epstein
Cc: Paul Morris; Daniel Sabha; Ariane Dwyer; Richard Kahn
Subject: RE: DB James Malcolm: Are the BoJ shifting stance? Own some cheap optionality
[C]
Classification: Confidential
Jeffrey- please find risk reversal pricing below per your request.
Spot ref = 120.15
#1) SFLLC sells Put, buys Call on USD/JPY in a premium neutral Risk Reversal
Put Strike:
118.00
Call Strike:
122.45
Notional:
USD 10,000,000 USD
Expiry:
Thu 06-Aug-2015 (3m)
Structure Mid: USD -113,000
#2) SFLLC sells Put, buys Call on USD/JPY in a premium neutral Risk Reversal
Put Strike:
117.00
Call Strike:
123.45
Notional:
USD 10,000,000 USD
Expiry:
Thu 05-Nov-2015 (6m)
Structure Mid: USD -160,000
#3) SFLLC sells Put, buys Call on USD/JPY in a premium neutral Risk Reversal
Put Strike:
116.00
Call Strike:
125.00
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0056718
CONFIDENTIAL
SDNY_GM_00202902
EFTA01365711
Related Documents (6)
DOJ Data Set 9OtherUnknown
From: Richard Kahn
3p
DOJ Data Set 9OtherUnknown
From: Lesley Groff
2p
Dept. of JusticeOtherUnknown
EFTA Document EFTA01463600
Subject: Re: From: Jeffrey Epstein <jeevacation@gmail.com> Date: Sun, 11 Aug 2013 10:33:46 -0400 To: Paul Morris e > I am going to move all my accts to you and db On Sat, Aug 10, 2013 at 6:47 PM, Paul Morris e > wrote: Classification: Public Jeffrey, apologies for delay, have been in north woods of ME, thank you, look forward to touching base next week. best From: Jeffrey Epstein [jeevacation@gmail.com] Sent: 08/09/2013 03:01 PM CST To: Darren Indyke ; Richard Kahn >; Paul Morris l
2p
DOJ Data Set 10CorrespondenceUnknown
EFTA Document EFTA01404801
0p
DOJ Data Set 9OtherUnknown
From: Vahe Stepanian
2p
DOJ Data Set 9OtherUnknown
From: Vahe Stepanian
3p
Forum Discussions
This document was digitized, indexed, and cross-referenced with 1,400+ persons in the Epstein files. 100% free, ad-free, and independent.
Annotations powered by Hypothesis. Select any text on this page to annotate or highlight it.