Case File
efta-01383630DOJ Data Set 10OtherEFTA01383630
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DOJ Data Set 10
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efta-01383630
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Vahe Stepanian
Key Client Partners
Deutsche Bank Securities Inc.
Tel.
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 Sabba; 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
Notional:
USD 10,000,000 USD
Expiry:
Thu 05-Nov-2015 (6m)
Structure Mid: USD -130,000
Thank you,
Vahe
From: Daniel Sabba
Sent: Friday, May 01, 2015 4:35 PM
To: Jeffrey E.; Paul Morris
Cc: Vahe Stepanian; Ariane Dwyer; Richard Kahn
Subject: RE: DB James Malcolm: Are the Bo) shifting stance? Own some cheap optionality
[C]
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0083380
CONFIDENTIAL
SDNY_GM_00229564
EFTA01383630
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