EFTA Document EFTA01792976

From: Barrett, Paul S Sent: Monday, August 1, 2011 2:11 PM To: Epstein, leffre 'eevacation©gmail.com) Cc: Subject: WTI - vanillas Decll Ref 99.25 Jan12 Ref 9975 Feb12 Ref 100.00 Selling Puts:=/span>Decll 80p &=bsp; $1.10 =an12 80p $1.60 Feb12 80p &nbs=; $2.10 =o:p> Buying Calls: Dec 130c &n=sp; $04=pan>.60 Dec 150c &nb=p; $0.50 Dec 170c $0.4<=pan style=icolor:#1F497D57 =an12 130c $0.95 Jan12 150c $0.52 =an12 170c &nbs=; $0.48 Feb12 130c =/span> Feb12 150c &=bsp; $0.60<=p> Feb12 170c &nb=p; $0.50 &=bsp; 1 PROT2 PROT0 Paul Barrett, CFA Managing=Director Global Investment Opportunit=es Group JPMorgan Private Bank</=:p> 40W 57th Street, 33rd Floor, New York, NY 10 (W) (F) =/p> =span STYLE="color :#000000;background-color :#FFFFFF"> This email i= confidential and subject to important disclaimers and conditions includin= on offers for the purchase or sale of securities, accuracy and completene=s of information, viruses, confidentiality, legal privilege, and legal ent=ty disclaimers, available at http://www.jpmorgan.com/pages/disclosures=email. 2 PROT3 PROT1