From: Barrett, Paul S
Sent: Monday, August 1, 2011 2:11 PM
To: Epstein, leffre 'eevacation©gmail.com)
Cc:
Subject: WTI - vanillas
Decll Ref 99=2E25
Jan12 Ref 9975
Feb12 Ref 100.00
Selling Puts:=/span>Decll 80p &=bsp; $1.10
=an12 80p $1=2E60
Feb12 80p &nbs=; $2.10
=o:p>
Buying Calls:
Dec 130c &n=sp; $04=pan>.60
Dec 150c &nb=p; $0.50
Dec 170c =nbsp; $0.4<=pan style=icolor:#1F497D57
=an12 130c = $0.95
Jan12 150c $0.52
=an12 170c &nbs=; $0.48
Feb12 130c =/span>
Feb12 150c &=bsp; $0.60<=p>
Feb12 170c &nb=p; $0.50
&=bsp;
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Paul Barrett, CFA
Managing=Director
Global Investment Opportunit=es Group
JPMorgan Private Bank</=:p>
40W 57th Street, 33rd Floor, New York, NY 10=19
(W) (F)
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