Fw: short crude vol strate y - follow-up analysis [I (Paul Morris, 05 Feb 2015)

Subject: Fw: short crude vol strate y - follow-up analysis [I] From: Paul Morris Date: Thu, 05 Feb 2015 18:13:49 -0500 To: Stewart Oldfield ‹ > Classification: For Internal Use Only From: Daniel Sabba Sent: Thursday, February 05, 2015 05:49 PM To: jeffrey E. <jeevacation@gmail.com> Cc: Paul Morris; Vahe Stepanian; Richard Kahn ‹ > Subject: RE: short crude vol strategy - follow-up analysis Classification: Public Jeffrey, Our structuring desk did further analysis on the transaction - p