Epstein Secrets

u, Vahe From: Vahe Stepanlan Sent: Friday, October 30, 2015 2:09 PM To: Jeffrey E. Cc: Daniel Sabba; Mane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: JPY/KRO Call Spreads [C] Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to

nline-Images: image001.png er , Paul , Richard Kahn Classification: Confidential Got it, we will be

all SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 02-Aug-2016 (9m) EFTA00666236 Net Premium: SOFL Pays 3.35% of JPY Notional (or —$332,781) 12m JPY/KRO Forward Ref = 9.6050 Leg 1: European Option Call SOFL buys European JPY Call on JPY

u, Vahe From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Mane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: PY/KRO Call Spreads [C] EFTA00631069 Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, it

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ropean Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or —$10mm) Expiry: Tue 01-Nov-2016 (1y) Net Premium: SOFL Pays 3.52% of JPY Notional (or —$349,669) Thank you, Vahe From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc

9,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: 3PY/KRO Call Spreads [C] Classification: Confidential Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to

ne Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: 3PY/KRO Call Spreads [C] Classificati

opean Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or - $10mm) Expiry: Tue 01-Nov-2016 (1y) Net Premium: SOFL Pays Thank you, Vahe 3.52% of JPY Notional (or 1349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc:

9,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc: Daniel Sabba; Ariane Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: JPY; KRO Call Spreads [C] Classification: COnidendal Jeffrey — we spoke to trading, and given where skew and vols are, it made sense to p

ne Dwyer; Paul Morris; Stewart Oldfield; 'Richard Kahn' Subject: JPY; KRO Call Spreads [C] Classificat

opean Option Call SOFL sells European JPY Call on JPY/KRO Strike: 10.39918 Notional: JPY 1,200,000,000 (or —$10nun) Expiry: Tue 01-Nov-2016 (1y) Net Premium: SOFL Pays Thank you, Vahe 3.52% of JPY Notional (or —S349,669) From: Vahe Stepanian Sent: Friday, October 30, 2015 2:09 PM To: jeffrey E. Cc

iry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 Net Premium: SOFL Pays USD 0 From: Vahe Stepanian Sent: Friday, March 04, 2016 11:26 AM To: 'Richard Kahn' Cc: Daniel Sabba; Ariane Dwyer; Paul Morris Subject: RE: EURUSD Indicative Pricing [C] Classification: Confidential Ok, we'll be back to you with

6 Net Premium: SOFL Pays USD 0 From: Richard Kahn [mailto: Sent: Thursday, March 10, 2016 10:22 AM

SOFL buys European EUR Put on EUR/USD Strike: 1.091 Notional: EUR 100,000,000 Expiry: Tue 06-Sep-2016 Settlement: Thu 08-Sep-2016 EFTA00643693 Net Premium: SOFL Pays USD 0 EUR 1.13 Call and EUR 1.08 Put Spot Ref 1.1017 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1