Epstein Secrets

From: Richard Kahn To: "Jeffrey E." <[email protected]> Subject: Fwd: Jeffrey -

hard Kahn HBRK Associates Inc. 575 Lexington Avenue 4th Floor New York. NY 10022 Begin forwarded message: > From: Tazia Smith a> > Subject: Fw: Jeffrey - Two 9month expiry Rupee option trades + historical charts > Date: May 20, 2014 at 3:20:04 PM EDT > To: jeevacation@ ail.com > Cc: Paul Morris

ysis for Trade 1 > Table shows value of option (as % of notional) on movement in spot, decaying with time EFTA00632450 > Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net zero premia > Put strike: 58.08, call strike: 67.58 > Ref spot: USDINR 58.6 > Scenario

historical charts pic01996.gif; pic27381.gif; pic16715.gif; pic16452.gif; pic31000.gif; pic14930.gif; pic19638.gif; pic01988.gif; pic25246.gif hi Jeffrey - getting the 6mo price history on the options for you From: To: Cc: Date: Subject: Nay Gupta/db/dbcom@DBEMEA [email protected], OBComAdmi

s value of option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic31000.gif) Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net zero premia Put strike: 58.08, call strike: 67.58 Ref spot: USDINR 58.6 Scenario Analys

ic11234.jpg) image moved 05/20/2014 01:13 PM to file: pic30353.jp 9) Date: (Embedded (Embedded image moved to file: pic09407.jpg) image moved Jeffrey - Two 9month expiry Rupee option trades + historical to file: charts pic15457.jp 9) Subject: USDINR - 6 Month History (Embedded image moved to

s value of option (as % of notional) on movement in spot, decaying with time (Embedded image moved to file: pic20148.gif) Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net zero premia Put strike: 58.08, call strike: 67.58 Ref spot: USDINR 58.6 Scenario Analys

rris/db/dbcoma DB AMERICAS 20/05/2014 17:22 Re: Jeffrey - Rupee Appreciation - Nay CONFIDENTIAL — PURSUA

-2 57.43 1.73 1.87 1.97 1.90 2.00 -4 56.26 2.71 3.04 3.42 3.72 4.00 -6 55.08 4.00 4.54 5.25 5.85 6.00 Trade 2: Buy a 9month 1% OTM Spot USDINR put and sell a 9m 15% OTM Spot USDINR call for net Um premia Put strike: 58.08. call strike: 67.58 Rcf spot: USDINR 58.6 Scenario Analysis