Phone extraction report (EFTA01362100)RE: Longer Dated EUR Downside (3y structures) [C (Daniel Sabba, June 29, 2015)
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Title Match
Case Filesd-10-EFTA01362101Dept. of JusticeRE: FW: Longer Dated EUR Downside (3y structures) ICI (Vahe Stepanian, 6/29/2015)
June 29, 20151p
Case File
sd-10-EFTA01362101Dept. of JusticeRE: FW: Longer Dated EUR Downside (3y structures) ICI (Vahe Stepanian, 6/29/2015)
Email
From: Vahe Stepanian Sent: 6/29/2015 5:15:35 PM To: Jeffrey Epstein (jeevacation@gmail.coml CC: Daniel Sabba I; Ariane Dwyer ; Paul Morris Stewart Oldfield i j; Richard Kahn Subject: RE: FW: Longer Dated EUR Downside (3y structures) ICI Classification: Confidential Jeffrey - per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD spot ref 3m SOFL buys EUR put 1.07 strike SOFL sells EUR call 1.1660
Date
June 29, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01362101
Pages
1
Persons
0
Integrity
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