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From: Ariane Dwyer <1 To: "jeevacation®gmail.com" <jeevacation®gmail.com> Morris , Stewart Oldfield , Richard Kahn , Vahe Stepanian , Paul CC: Daniel Sabba Subject: FW: Trade ideas for shorting Asian currencies [C] Date: Thu, 20 Aug 2015 17:06:27 +0000 Inline-Images: image00 1 jpg; image002.jpg; image
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
.5% OTMS ATMS = At the money 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
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
From: Vahe Stepanian To: "Jeffrey E." <[email protected]> Morris , Stewart Oldfield , Richard Kahn , Ariane Dwyer , Paul CC: Daniel Sabba Subject: FW: Trade ideas for shorting Asian currencies [C] Date: Mon, 17 Aug 2015 22:51:25 +0000 Attachments: CNY_8.14.15.pdf Classification: Con
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
.5% OTMS ATMS = At the money 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: Confidentia
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 Daniel Sabba and Strike/ Premium

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