Re: epstein [I (Nav Gupta, 10 Sep 2014)

Subject: Re: epstein [I] From: Nav Gupta .<• > Date: Wed, 10 Sep 2014 03:05:35 -0400 To: Paul Morris < Cc: Uzair Aqeel < Classification: For internal use only Paul - FX 1) sell 3mth 102 $Y Puts vs buy 111 $Y Calls roughly zero upfront prem (spot 106.50) 2) sell 3mth 1.5150 GBP put vs buy 1.685 Calls roughly zero upfront prem (spot 1.6150) 3) sell 6mth 1.35 eurusd calls vs buy 6mth 1.215 puts (spot 1.2950) of the 3 only the gbp has a decent vol pickup due to fear of yes vote in sco