To: Barrett. Paul Stia
From: Jeffrey epstein
Sent: Wed 1/5/2011 8:06:55 PM
Subject: Re: Oil Idea
I like it
Sorry for all the typos .Sent from my iPhonc
On Jan 5, 2011, at 2:51 PM, "Barrett, Paul S" < wrote:
Jeffrey
As a replacement for our oil risk reversal that came off what do you think of this:
Bullish 3-Month WTI trade
Option Expiry: 14Apr11
Buy a 92 x 99 WTI call-spread (7.5% max-return)
Short a 92 WTI put, with Knock-In: 71
cashless
Paul
Paul Barrett, CFA
Managing Director
Global Investment Opportunities Group
1PMorgan Private Bank
40W 57th Street, 33rd Floor, New York, NY 10019
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