Epstein Secrets

Subject: Follow-up on EUR hedging discussion [C] From: Daniel Sabba < Date: Thu, 13 Nov 2014 13:38:00 -0500 To: [email protected] Cc: Paul Morris >, Stewart Oldfield Vahe Stepanian < Classification: Confide

smaller size - EUR 25mm delta): A. 5y EURUSD premium neutral risk reversal (long EURUSD put struck at 1.2450 / short EURUSD call struck at 1.4600) B. Short EURUSD lbn 5y forward. Forward points: 1040/1125 C. ly EUR puts struck at 1.2450 (spot) offered at 2.90% As you can see the pricing for smaller siz

From: jeffrey E. <[email protected]> Sent: Thursday, November 13, 2014 8:15 PM To: Daniel Sabba Subject: Re: Follow-up on EUR hedging discussion [C] in the long put at 124 short call at 146 etc On Thu, N=v 13, 2014 at 4:08 PM, Daniel Sabba

smaller size — EUR 25mm delta): A. 5y EURUSD premium neutral risk reversal (long EURUSD put struck at 1.2450/ short EURUSD call struck at 1.4600) B. Short EURUSD lbn 5y forward. Forward points: 1040/1125 C. 1y EUR puts struck at 1.2450 (spot) offered at 2.90% As you can see the pricing for smaller siz

prices of puts and calls? On Thu, Nov 13, 2014 at 2:38 PM, Daniel Sabba classification: confidential wrote: classification: Strictly Confidential Jeffrey, I met with the head of FX trading of our investment bank to d

smaller size — EUR 25mm delta): A. Sy EURUSD premium neutral risk reversal (long EURUSD put struck at 1.2450 / short EURUSD call struck at 1.4600) B. Short EURUSD lbn Sy forward. Forward points: 1040/1125 C. ly EUR puts struck at 1.2450 (spot) offered at 2.90% As you can see the pricing for smaller siz