From: Barrett, Paul S
Sent: Wednesday, January 5, 2011 7:52 PM
To: Jeffrey epstein
Subject: Oil Idea
Jeffrey
As a replacement for our oil risk reversal that came off what do you th=nk of this:
<=p>
Bullish 3-Month WTI trade
Option Expiry: 14Apr11
B=y a 92 x 99 WTI call-spread (7.5% max-return)
Short a 92 WTI put, with Knock-In: 71
cashless
Paul
=span style=lont-size:11.0pt;font-family:"Calibri","sans-serif—>=nbsp;
Paul Barrett, CF=
Managing Directorap>
Global Investment Opportunities Group<=p>
JPMorgan Private Bank
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