From: Paul Morris
Sent: 3 14 2014 3:38:27 PM
To:
Subject: Fw: 110/86, 105/90.25 IC]
Classification: Confidential
he decided not to trade today
Paul Morris
Managing Director
Deutsche Bank Private Bank
345 Park Avenue, 27th Floor
ew York NY 10154
Sw Forwarded by Paul Moms. on 03/14201403:38 PM --
From. Tazia Smith
To. leevacation@gmail.com.
Cc: Paul Morris, Vinit Satin!, Nay Gila Vahe Stepania
Date. 03/14/2014 01:28 PM
Subject Re: 110,86. 1099025 (c)
Classification: Confidential
Jeffrey -
Initial Margin is 13%.
13% = $1,118,000 for 100k bbls 110/86
13% = $1,173,000 for 100k bbls 105/90.25 put
the $20/bbl KO not given weight in Credit Risk Management's calculation model given the statistical unlikelihood.
From. Tazia Smin
To. Jeffrey Epsteri yeevacabonegmall.com>60EUBAINT,
Date. 03114/201412:57 PM
Subject: Re: 11098 10590.25 ICJ
Classification: Confidential
IM: 13%
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 110795
CONFIDENTIAL SDNY_GM_00256979
EFTA01453273