To: epstein, Jeffrey (jeevacation@gmail.comllepstein, Jeffrey (jeevacation@gmail.com)]:
jeevacationt>gmailcombeevacation@gmaitcom]
From: Paul S Barrett
Sent: Thur 12/9/2010 4:06:07 PM
Subject: Oil
We can sell the 90 oil call that expires next week for 30,000. Was cashless upfront.
New risk reversal would be:
Aug2011 contract
100 Call
81.25 Put
Or
105 Call
77.25 Put
Both cashless
I like the r strategy
Paul Barrett, CFA
Managing Director
EFTA_R1_00208068
EFTA01831202
Global Investment Opportunities Group
JPMorgan Private Bank
40W 57th Street, 33rd Floor, New York, NY 10019
(W) (F)
EFTA_R1_00208069
EFTA01831203