EFTA Document EFTA01358788

From: Vahe Stepanian Sent: 11/19/2015 8:43:52 AM To: Jeffrey Epstein 'eevacation mail cam( CC: Daniel Sabba • Ariane Dw er Paul Morris I I; Stewart 0ldfield l• Subject: RE: (No Subject) [C) Classification: Confidential Jeffrey — we will be back to you on the one-touch options after the open. With that said, please see below listed indications as of yesterday's close on listed SPX index options. Ref 2083.58 December Expiry: B SPX Dec 2000 Put @ $12.20/ct. S SPX Dec 2125 Call @ $12.50/ct. B SPX Dec 1950 Put @ $6.80/ct. S SPX Dec 2145 Call @ $6.70/ct. January Expiry: B SPX Jan 2000 Put @ $24.40/ct. S SPX Jan 2125 Call @ $25.30/ct. B SPX Jan 1950 Put @ $16.40/ct. S SPX Jan 2145 Call @ $17.00/ct. Please let us know which strikes, expiries and size you would like to execute and we'll be back you with live pricing after the open. Alternatively, we can also look at listed options on SPY (i.e. the SPX Index ETF). Thank you, Vahe From: jeffrey E. [mailto:leevacation(d',qmail.corn] Sent: Thursday, November 19, 2015 7:50 AM To: Daniel Sabba Subject: Re: (No Subject) short duration rolling out on expiration. . On Thu, Nov 19, 2015 at 7:09 AM, Daniel Sabba <MI~> wrote: Ok. Will look into it and revert. Two question: 1. What expires would you like to focus on? 2. Please confirm you meant long put, short call with equal premiums when you wrote zero cost put strategies. Thanks CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0046730 CONFIDENTIAL SDNY GM_00192914 EFTA01358788