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efta-efta01467960DOJ Data Set 10Correspondence

EFTA Document EFTA01467960

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efta-efta01467960
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Subject: WTI 101/93.50 zero cost collar (C] From: Tazia Smith < Date: Tue, 18 Mar 2014 09:50:36 -0400 To: Jeffrey epstein <jeevacation8gmail.com> Cc: Jean Anne Wiebracht (Jeanie) a>, Nav Gupta <->, Paul Morris < Rich Kahn < >, Vahe Stepanian Vinit Sahni < Classification: Confidential Jeffrey - Your Jun14 WTI 101/93.50 risk reversal currently marking ($0.32)/bbl, down $32,000 on your position. 1-Month Price History Jun14 WTI (CLM4) (Embedded image moved to file: pic10957.gif) Used with permission of Bloomberg Finance LP From: Tazia Smith/ To: "Jeffrey epstein" <jeevacation8gmail.com>, Cc: "Paul Morris" < >, "Vinit Sahni" < >, "Nay Gupta" < "Vahe Stepanian" < >, "Jean Anne Wiebracht (Jeanie)" < , "Rich Kahn" Date: 03/13/2014 06:01 PM Subject: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal (C] Classification: Confidential Jeffrey - As discussed, today you executed the following: Underlying: Jun14 WTI Bloomberg code: CLM4 <comdty> RMS Counterparty code: SOFL SOFL buys $101 call SOFL sells $93.5 put Premium: Zero EFTA01467960 Notional: 100,000 bbls on each leg Both legs knock out if on any day CLM4 fixes below $20/bbl. Initial Margin = 13% Tazia Smith Director Key Client Partners - US Deutsche Bank Securities, Inc. Deutsche Asset a Wealth Management 345 Park Avenue - 26th Floor New York, NY 10154 Tel: Mobile: Fax: E-mail: EFTA01467961

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DOJ EFTA Data Set 10 document EFTA01345023

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