Epstein Secrets

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 l

4:08 PM, Daniel Sabba =wrote: Classification: Confiden=ial Could you please specify which structure/size in particular? Th=nk you, Daniel From: "jeffre= E." [[email protected] <[email protected]> ] Sent: 11/13/2014 04:05 PM AST Daniel Sabba Subject: Re: Follow-up on EUR=hedging discussio

rices of puts and calls? wrote: On Thu, Nov 13, 2014 at 2:38 PM, Daniel =abba Classification: Confidential Classification: Strictly Confidential Jeffrey, <mailto: I met with the head of FX trading of our investment bank to discuss the EUR hedging question you posed. To build a multi-billion short,

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

hern Financial Receives USD 18,500 (mid for the structure would be for SF to receive USD 118,500) Please advise on how to proceed. Daniel From: "jeffrey E." <[email protected]> To: Date: PM 11/13/2014 03:15 EFTA01404772 Subject: [C] Re: Follow-up on EUR hedging discussion in the long put at

S, Stewart , Vahe Date: PM Subject: [C] 11/13/2014 04:33 Re: Follow-up on EUR hedging discussion EFTA01404771 Classification: Confidential Jeffrey, please see below. It would help our hedging if you executed this in the morning since the Euribor market just closed at 4pm EST, so the market for

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

rices 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 discuss the EUR hedging question you posed. To build a multi-billion short, a solution

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

[email protected] Cc: Paul Morris >, Stewart Oldfield Vahe Stepanian < Classification: Confidential Classification: Strictly Confidential Jeffrey, I met with the head of FX trading of our investment bank to discuss the EUR hedging question you posed. To build a multi-billion short, a solution

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