Epstein Secrets

Subject: FW: Turkey and CNH [C] From: Paul Morris ‹ > Date: Fri, 30 Oct 2015 18:13:11 -0400 To: Stewart Oldfield ‹ > Intended to cc you, je called to tell me rich called the desk for pricing on yen/krw and was told likely get on Monday, he wasn't too happy, do

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.

vate Bank EFTA01475491 From: Vahe Stepanian Sent: Friday, October 30, 2015 11:27 AM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Turkey and CNH [C] Classification: Confidential Jeffrey — we're following up our phone calls earlier this week with two tr

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

[email protected]] Sent: Monday, November 02, 2015 05:23 AM Eastern Standard Time To: Vahe Stepanian Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Re: Turkey and CNH [C] there was an election this weekend? shouldnt that have been part of the analysis. a MAJOR part. a

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 EFTA01475506 Notional: USD 10,000,000 Expiry: Thu 27-Oct-2016 (ly) Premium: USD 287,100 (2.87%) Delta: 53% Strike vol: 6.

utsche Bank Private Bank From: Vahe Stepanian Sent: Friday, October 30, 2015 11:27 AM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Turkey and CNH [C] Classification: Confidential Jeffrey — we're following up our phone calls earlier this week with two tr

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%) EFTA01475497 Delta: 53% Strike vol: 6.

ate Bank Office: Cell: From: Vahe Stepanian Sent: Friday, October 30, 2015 11:27 AM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Turkey and CNH [C] Classification: Confidential Jeffrey — we're following up our phone calls earlier this week with two tr

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.

[email protected]] Sent: Monday, November 02, 2015 05:23 AM Eastern Standard Time To: Vahe Stepanian Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; Richard Kahn Subject: Re: Turkey and CNH [C] there was an election this weekend? shouldnt that have been part of the analysis. a MAJOR part. a

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%) Delta: 53% Strike vol: 6.24% Leg 2: Eur