3
Shared Docs
3
Same-Page
3 / 3
Mentions
t know what these guys are doing all day. Original Message From: Paul Morris Sent: Friday, October 30, 2015 01:35 PM Eastern Standard Time To: Vahe Stepanian; Daniel Sabba Subject: RE: Turkey and CNH [C] > Classification: Confidential Vahe sound like he is looking for pricing for long yen /short Korean
d skew, indicative pricing for ly, USD/CNH 6.5 — 7.0 call spread: Spot Ref: 6.3935 (pricing as of 10/27/15) Leg 1: European Option Call SOFL buys European USD Call on USD/CNH EFTA01404725 Strike: 6.5 Notional: USD 10,000,000 Expiry: Thu 27-Oct-2016 (ly) Premium: USD 287,100 (2.87%) Delta: 53% Strike vol: 6.
Subject: RE: Turkey and CNH [C] From: Vahe Stepanian sz: > Date: Fri, 30 Oct 2015 14:13:55 -0400 To: Paul Morris < Cc: Ariane Dwyer Daniel Sabba Classification: Confidential Paul — we just hit sen
ive pricing for ly, USD/CNH 6.5 — 7.0 call EFTA01475492 spread: Spot Ref: 6.3935 (pricing as of 10/27/15) Leg 1: European Option Call SOFL buys European USD Call on USD/CNH Strike: 6.5 Notional: USD 10,000,000 Expiry: Thu 27-Oct-2016 (ly) Premium: USD 287,100 (2.87%) Delta: 53% Strike vol: 6.24% Leg 2: Eur
Subject: RE: Turkey and CNH [C] From: Paul Morris < IMI > Date: Fri, 30 Oct 2015 13:35:40 -0400 To: Vahe Stepanian Daniel Sabba Classification: Confidential Vahe sound like he is looking for pricing for long yen /short Korean won, let's get this to him today n
d skew, indicative pricing for ly, USD/CNH 6.5 — 7.0 call spread: Spot Ref: 6.3935 (pricing as of 10/27/15) Leg 1: European Option Call SOFL buys European USD Call on USD/CNH Strike: 6.5 Notional: USD 10,000,000 Expiry: Thu 27-Oct-2016 (ly) Premium: USD 287,100 (2.87%) EFTA01475488 Delta: 53% Strike vol: 6.
Entities connected to both Vahe Stepanian and European USD Call on

Jeffrey Epstein
PERSON
Paul Morris
PERSON
Richard Kahn
PERSON
Martha Stewart
PERSON
Stewart Oldfield
PERSON
Daniel Sabba
PERSONDeutsche Bank Securities Inc.
ORGANIZATION
Ariane de Rothschild
PERSON
Ariane Dwyer
PERSONDeutsche Bank Private Bank
ORGANIZATIONDelta
ORGANIZATION