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Gupta To: "Jeffrey Epstein" Cc: Taziae, Vinit Sahni < Subject: Re: Jeffrey - 4 trades I like - Nav [C] Date: Mon, 14 Apr 2014 20:08:16 +0000 >, Paul Morris Sure Jeffrey - we will run live levels by you tomorrow am and suggest sizes based on capital at risk and target entry points (where appropriate).
cheap) Current strike (spot - 5%) would be 1.3120 At expiry if EURUSD has fallen by more than 5% from current levels the option payout is EUR1mm. Upfront premium is EUR210k. The option is liquid and can be unwound at any time. i) Yellen has done a poor job of communicating the Fed's thinking but its
From: Daniel Sabba Sent: 10/14/2014 3:44:12 PM To: jeevacation mail.com CC: Paul Morris ; Vahe Stepanian Tazia Smith Subject: Hi Jeffrey - follow-up on options for rates steepness in USD IC] Classification: Confidential Jeffrey, I
ative terms: Notional USD 1bn Client buys CMS curve cap on 5s10s in USD Expiry 1 year CMS 5s10s Strike ATMF (54.5bps) CMS 5s10s Spot 71bps Upfront premium offer (mid): 15bps (13.5bps) Terminal Payout: Notional*Max (CMS 5s105 Terminal Rate-Strike, 0) Settlement: Cash Trade Rationale and Imp
mith < Date: Tue, 10 Jun 2014 12:05:25 -0400 To: jeffrey epstein <jeevacationQgmail.com> Cc: Rich Kahn < >, ">", Nav Gupta <->• Vahe Stepanian Paul Morris < >, Vinit Sahni < Classification: External Communication Jeffrey - Consider taking advantage of the skew that Nav identifies in his email below
s into this - Worst case SSP tanks and you have the same delta exposure as outright long. But if SSP rallies materially you have 3x the delta risk. Upfront rec a few bp. Pls show to your clients - happy to price variations of this - let us know Best, Nav << image 1 » Nav Gupta Managing Director De
From: Tazia Smith < a> To: "Jeffrey epstein" <[email protected]> Cc: "Rich Kahn" , >, "Nav Gu ta" Ste anian" "Paul Morris" Subject: Fw: KCP Capital Markets Flash - You can buy 3x 105 S&P Call money out Date: Tue, 10 Jun 2014 16:05:25 +0000 Importance: Normal Sahni"
gs into this - Worst case S&P tanks and you have the same delta exposure as outright long. But if S&P rallies materially you have 3x the delta risk. Upfront rec a few bp. Pls show to your clients - happy to price variations of this - let us know Best, Nav EFTA00706853 « image 1 » Nay Gupta Managin
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