Re: [C (Tazia Smith ‹, 13 Mar 2014)

Subject: Re: [C] From: Tazia Smith ‹ > Date: Thu, 13 Mar 2014 09:24:29 -0400 To: jeffrey epstein Paul Morris Cc: Vinit Sahni Nav Gupta Vahe Stepanian <jeevacation@gmail.com>, Classification: Confidential Jeffrey - Consider the USDRUB 1-mo binary for -25.5% (very sensitive to spot, so indicative level, we'd work an order 26% or better). vanilla calls for comparison, lmth 3% OTM vanilla call is -0.57%/0.67% (12.4% / 13.25% vol) 2mth 4.25% OTM vanilla call is - 0.96%/1.08% (12.2% / 1