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Case File
sd-10-EFTA01365874Dept. of Justice

RE: FW: Longer Dated EUR Downside (3y structures) (C (Jeffrey E. [mailtoleevacation@qmail.com, June 29, 2015)

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To: Jeffrey Epstein Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: RE: FW: Longer Dated EUR Downside (3y structures) (C] Classification: Confidential Jeffrey - to clarify, given Southern Financial would be long a 6m EURUSD digital put and short a 6m EURUSD digital call, if at expiry: EURUSD is below 1.0750, Southern Financial would receive 100% payout (or EUR 2mm) EURUSD is between the put and call strikes, Southern Financial would receive 0% payout

Date
June 29, 2015
Source
Dept. of Justice
Reference
sd-10-EFTA01365874
Pages
1
Persons
0
Integrity
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