From: Jeffrey Epstein <jeevacation@gmail.com>
To: "Barrett, Paul S"
Subject: Re: Short dated EUR Idea
Date: Wed, 09 Nov 2011 19:21:26 +0000
ok
On Wed, Nov 9, 2011 at 5:29 PM, Barrett, Paul S wrote:
Jeffrey
We should buy a 1 month 1.3500 EUR Put with a continuous KO at 1.2800. Cost is 50bps. Vanilla cost is 1.75%.
20MM notional would cost SlOOK. Then would sell a 1.41 EUR call to finance it only if we see a pop back up to
1.3800.
Paul
Paul Barrett, CFA
Managing Director
Global Investment Opportunities Group
JPMorgan Private Bank
40W 57th Street, 33rd Floor, New York, NY 10019
(W) (F)
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