Epstein Secrets

d has the same vega sensitivity as the equivalent put spread (short 6bps). GEVI Link Here CTAs are crushing it: EFTA00631669 2, cid:2035483224 Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 Phone:

From: "Ens, Amanda" < To: "Jeffrey E." <[email protected]>, Richard Kahn Cc: "Rothberg, Justin D" Subject: The Fed is Short Strangles - Buy SPX Knock-Out Puts + hedge tech and oil Date: Tue, 20 Jun 2017 14:35:16 +0000 Attachments: GEV1_6.20.2

sted option lookalike. Premium payable is $100,035.00. We will send payment instructions and the form to process the wire shortly. Thanks, Amanda Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 EFTA006

ubject: Trade recap: FXE calls Date: July 19, 2017 at 3:12:18 PM EDT To: Richard Kahn < Cc: Jeanne Brennan "Tome, Christine C" Rich, "Rothberg, Justin D" <=la >, "Mita, Yuriko - Eqty NY" Southern Trust Company bought 855 contracts FXE Oct 20th expiry 113 calls @ 1.14 gross, 1.17 net with $3/contra

any paid $155,000 premium on $10mm notional as discussed. Initial SPX Level (SPXO) 2,506.650 Initial RTY Level (RTYO) 1,440.404 Thanks, Amanda Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York NY 10036 Phone: 2

t outperformed large cap by 10pct. Paul Barrett Begin forwarded message: From: "Ens, Amanda" To: "Paul Barrett" "'Richard Kahn"' Cc: "Rothberg, Justin D" , "Tome, Christine Subject: RE: **Paul, trade for sou - buy cheap RTY/SPX outperformance** Thank you for the trade. Official confirm will follow

at 1.1450 gross We're still working the HD because they are a few cents higher; not done on those yet. Commission is $3/contract. Thanks, Amanda Amanda Ens Director Bank of America Merrill Lynch Merrill Lynch, Pierce, Fenner & Smith Incorporated EFTA00680433 One B ant Park, 5th Floor, New York NY 1

ge: From: "Ens, Amanda" Subject: RE: options Date: September 8, 2017 at 4:19:30 PM EDT To: Richard Kahn < Cc: "Tome, Christine C" , "Rothberg, Justin D" < Rich, as discussed, sold the HD calls to close at 4.00 gross Commission $3/contract Thanks and have a great weekend, Amanda Original Mess

e a =.3522 strike which costs 1.28% indic. We could also look at other Canadian proxies such as =anadian equities if of interest. Regards, Amanda Amanda Ens Director Bank of America Merrill =ynch Merrill Lynch, =ierce, Fenner & Smith Incorporated One Bryant Park, 5th Floor, New York, NY 10036 This me

4 AM =DT To: =/b>"'Richard Kahn" Cc: "Rothberg, Justin D Rich, "Wright, Tucker M" As a proxy for =SDp

111 STC 8=1300 SPY 7/20/2018 280 C @ 0.42 8 350 SPY 8/17/2018 280 C @ 1.55 Commission =.5c and 3c Clearing Interactive Brokers Thanks, Amanda Amanda Ens Director Bank of =merica Merrill Lynch Merrill =ynch, Pierce, Fenner & Smith Incorporated One =ryant Park 5th Floor New York NY 10036 Phone: M1

E: Trade recap: =PY calls Date: =/b>June 27, 2018 at 5:31:57 PM =DT To: qb>"Paul Barrett ( , "rkahn Jeanne Brennan *- ' " - Cc: =/b>"Rothberg, Justin D"la, "Tsembelis, Evan" "Fikaris, John - Eqty NY" >, "Wright, Tucker M STC S 1300 =PY 7/20/2018 280 C @ 0.50 Commission 2c Clearing =nteractiv

at 1.1450 gross We're still working =he HD because they are a few cents higher; not done on those yet. Commission is $3/contract. Thanks, Amanda Amanda Ens Director Bank of =merica Merrill Lynch Merrill Lynch, Pierce, Fenner & =mith Incorporated One Bryant Park, 5th Floor, New York, =Y 10036 Phone:

b>"Ens, Amanda" Subject: =/b>RE: =ptions Date: =/b>September 7, 2017 at 11:40:32 =M EDT To: 4b>Richard Kahn Cc: "Tome, Christine C" c Rothberg, Justin D" "Miller, Allison - NEW YORK =Y" Rich, we're done on HD now too at your level. Southern Trust Company bought 200 contracts of the HD Oct =60 Cal