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wart 0ldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currendes [C] Classification: Confidential Jeffrey - I'm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
wart 0ldfleld; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currendes [C] Classification: Confidential Jeffrey - I'm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
art Oldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currencies [C] Classification: Confidential Jeffrey - I'm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
y E." <jeevacation mail.com> Cc: Daniel Sabba < , Ariane Dw er >. Paul Morris >, Stewart Oldfield < Richard Kahn Jeffrey - I'm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 EFTA00848522 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD
il.com> Cc: Daniel Sabba < Mane Dwver >, Stewart Oldfield Classification: Confidential >. Paul Morris Richard Kahn Jeffrey -Fm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: EFTA00848532 Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: The 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
ade ideas for shorting Asian currencies [CI Attachments: CNY 8.14.15.pdf Classification: Confidential ; Paul Morris Jeffrey - I'm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
wart Oldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currencies [C] Classification: Confidential Jeffrey - Pm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:-161,5
art Oldfield; 'Richard Kahn' Subject: FW: Trade ideas for shorting Asian currencies [C] Classification: Confidential Jeffrey - I'm following up on Rich's email below about shorting Asian currency. Given your CNH maturity last week, we thought it made sense to revisit CNH options. Initially looked a
ls are nearly 4 vols over the puts, we decided to look at USDCNH call spreads instead. Indicative pricing: Spot ref = 6.444 SOFL buys Call, sells Call on USD/CNH in a Call Spread Strikes 6.55 / 6.75 Notional: USD 50,000,000 USD Expiry: Tue 17-Nov-2015 (3m) Premium: SOFL pays 324,500 (USD 486,000:161300
Entities connected to both Marc Rich and Call on USD/CNH

Jeffrey Epstein
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Richard Kahn
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Martha Stewart
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Stewart Oldfield
PERSON
Paul Morris
PERSONVahe Stepanian
PERSON
Ariane de Rothschild
PERSON
Daniel Sabba
PERSON
Ariane Dwyer
PERSONUSDKRW
ORGANIZATIONStrike/ Premium
ORGANIZATIONCall Strike / Put Strike
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