4
Shared Docs
4
Same-Page
4 / 4
Mentions
From: Ariane Dwyer <1 To: "jeevacation®gmail.com" <jeevacation®gmail.com> Morris , Stewart Oldfield , Richard Kahn , Vahe Stepanian , Paul CC: Daniel Sabba Subj
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
= 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 Jeffrey - I'
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_8.14.1
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
= 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: Confidential Jeffrey - I
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 Ariane Dwyer and Strike/ Premium

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