Classification: Confidential
IM: 13%
From Jeffrey Epstein leevacationiggrnail.com>
To. Tazia SmthiC
Me. 03/14/2014 12:55 PM
Subnist Re: 110/86. 10530.251C)
margin for 100 k barrel's/
On Fri, Mar 14, 2014 at 12:38 PM, Tazia Smith < wrote:
Classification: Confidential
WTI Jun14
You buy call, strike 110
You sell put, strike X
100 lots on each leg
Costless package
Both legs knock out if WTI Jun14 setttles below $20/bbl on any day during the trade
Jun14 ref 97.65
X=86.0
WTI Jun14
You buy call, strike 105
You sell put, strike X
100 lots on each leg
Costless package
Both legs knock out if WTI Jun14 setttles below $20/bbl on any day during the trade
Jun14 ref 97.65
X=90.25
CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0 110804
CONFIDENTIAL SDNY_GM_00256988
EFTA01453281