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6:53 AM SDNV_GM_00078255 Confidential Treatment Requested by JPMorgan Chase JPM-SDNY-00001382 EFTA_001 88722 EFTA01300921 To: Barrett, Paul S; Staley, Jes Subject: I think we should prepare to short the israeli market.. lets find a good way to play the uncertainty in the area *******************
:Staley, Jes" 1/31/2011 5:48:40 PM RE: Israeli Shekel: % return since 15Jan11 = -5% return last 12 months = +0.50% Indicative Pricing: 3 month ATM ILS put = 1.90% 6 month ATM ILS put = 2.65% 12 month ATM ILS put = 3.85% Alternatively if you wanted disaster insurance I would recommend buying 10% o
To: Jeffrey Epsteinueevacationftmail.comj: Staley, Jes From: Barrett, Paul S Sent Mon 1/31/2011 5:48:40 PM Subject: RE: Jeffrey Ideas: Israeli Shekel: % return since 15Jan11 = -5% % return
8:40 PM Subject: RE: Jeffrey Ideas: Israeli Shekel: % return since 15Jan11 = -5% % return last 12 months = +0.50% Indicative Pricing: 3 month ATM ILS put = 1.90% 6 month ATM ILS put = 2.65% 12 month ATM ILS put = 3.85% Alternatively if you wanted disaster insurance I would recommend buying 10% o
From: "Barrett, Paul S" To: Jeffrey Epstein <[email protected]>, "Staley, Jes" Subject: RE: Date: Mon, 31 Jan 2011 17:48:40 +0000 Jeffrey Ideas: Israeli Shekel: % return since 15Jan11 = -5% % return last 12 months =
n 2011 17:48:40 +0000 Jeffrey Ideas: Israeli Shekel: % return since 15Jan11 = -5% % return last 12 months = +0.50% Indicative Pricing: 3 month ATM ILS put = 1.90% 6 month ATM ILS put = 2.65% 12 month ATM ILS put = 3.85% Alternatively if you wanted disaster insurance I would recommend buying 10% o
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