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ney spot OTMS = Out of the money spot From: Vahe Stepanlan Sent: Monday, August 17, 2015 10:46 AM To: 'Jeffrey E.' Cc: Daniel Sabha; Mane Dwyer; Paul Morris; Stewart 0ldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currendes [C] Classification: Confidential Jeffrey - I'm following u
tion (quoted as Call Strike / Put Strike) - 1.4250 / 1.4070 - 1.4500 / 1.3900 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% 2.5% OTMS / 1.37% EFTA00688014 Basket cheapening to vanillas: 15% 20% Equally -weighted basket in CNH, KRW, SGD and TWD Strike
y spot OTMS = Out of the money spot From: Vahe Stepanian Sent: Monday, August 17, 2015 10:46 AM To: 'Jeffrey E.' Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart 0ldfleld; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currendes [C] Classification: Confidential Jeffrey - I'm following u
put option (quoted as Call Strike / Put Strike) 1.4250 / 1.4070 1.4500 / 1.3900 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% Basket cheapening to vanillas: 2.5% OTMS / 1.37% 15% 20% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATM
ney spot OTMS = Out of the money spot From: Vahe Stepanian Sent: Monday, August 17, 2015 10:46 AM To: 'jeffrey E.' Cc: Daniel Sabba; Mane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currencies [C] Classification: Confidential Jeffrey - I'm following
Call Strike / Put Strike) - 1.4250 / 1.4070 - 1.4500 / 1.3900 EFTA00848473 Vanilla basket call Equally-weighted basket in USDCNH and USDKRW Strike/ Premium: ATMS / 2.51% Basket cheapening to vanillas: 15% Equally -weighted basket in CNN, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheape
y spot OTMS = Out of the money spot From: Vahe Stepanian Sent: Monday, August 17, 2015 10:46 AM To: 'Jeffrey E.' Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currencies [C] Classification: Confidential Jeffrey - I'm following
Strike/ Premium: Basket cheapening to vanillas: ATMS/231% 15% Equally -weighted basket in CNH, KRW, SGD and TWD Strike/ Premium: ATMS / 2.20% Basket cheapenin
Entities connected to both Paul Morris and Strike/ Premium

Jeffrey Epstein
PERSONVahe Stepanian
PERSON
Richard Kahn
PERSON
Martha Stewart
PERSON
Daniel Sabba
PERSON
Marc Rich
PERSON
Ariane de Rothschild
PERSON
Stewart Oldfield
PERSON
Ariane Dwyer
PERSONUSDKRW
ORGANIZATIONCall on USD/CNH
ORGANIZATIONCall Strike / Put Strike
ORGANIZATION