Subject: Re: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C]
From: Vinit Sahni <
Date: Thu, 13 Mar 2014 21:56:38 -0400
To: Paul Morris >,
Nav Gupta < >,
Tazia Smith
Classification: Confidential
Hi tazia - nav and i are out next 2-3 days lets stay on top of him, on bbva
lets watch as we want to see how things trade could get very tricky. i will be
on a plane to tokyo and nav on MTA. Sent jeffrey a note that next time we will
quicker either way and push the execution quicker.
Thanks
Original Message
From: Paul Morris
Sent: 03/13/2014 06:53 PM EDT
To: Vinit Sahni; Nam Gupta; Tazia Smith
Subject: Fw: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C]
Classification: Confidential
He mentioned this trade in our mtg yesterday, next time we need to show him
the trades faster, if any uncertainty just call him, he's not happy
Original Message
From: Tazia Smith
Sent: 03/13/2014 06:01 PM EDT
To: "Jeffrey epstein" <jeevacation@gmail.com>
Cc: Paul Morris; Vinit Sahni; Nav Gupta; Vahe Stepanian; "Jean Anne
Wiebracht (jeanie)" 1IIIIIIIIIIIIIIIMfr; "Rich Kahn"
Subject: Trade Report 3/13/14 - WTI Zero Cost Risk Reversal [C]
Classification: Confidential
Jeffrey -
As discussed, today you executed the following:
Underlying: Jun14 WTI
Bloomberg code: CLM4 <comdty>
RMS Counterparty code: SOFL
SOFL buys $101 call
SOFL sells $93.5 put
Premium: Zero
Notional: 100,000 bbls on each leg
Both legs knock out if on any day CLM4 fixes below $20/bbl.
Initial Margin = 13%
EFTA01467859
Tazia Smith
Director
Key Client Partners - US
Deutsche Bank Securities, Inc.
Deutsche Asset & Wealth Management
345 Park Avenue - 26th Floor
New York, NY 10154
Tel:
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E-mail:
EFTA01467860