To: Jeffrey EpsteinUeevacationagmail.com)
From: Laurie Cameron
Sent Wed 7/31/201310:27:29 PM
Subject recap 31 Jul 2013
Today there was one position added
LONG
Plain vanilla
.78 NZD put/USD Call
Notl NZD 5m
exp 26 Aug 2013
premium paid .785% of USD = $30,515
Including this new position, the net revaluation of option premiums =
($21,685) according to JPM end of day prices.
Short Currency Calls / USD Puts - 6m
AUD .1Om 94 Call rki 96, ko .88 - Net p/1 +$47,470 at .8980
NZD tom 82 Call rki 8450, ko 7680 -6,560 at 7985
JPY $5m 95 $put rki 94 ko 101 -6,25o at 97.86
CAD $iom 1.O2 $put rki 10050 ko 1 0550 -2%mo at 1.0270
Long Curr Puts - im
NZD 5m .78 -$4,485
Long Curr calls - 3m
NZD 5m .8o ko 84 -$31,800
This morning ADP reported private payrolls of Zook added in July which
raised the market's expectation of Friday's non-farm payroll number to approx
zook.
US GDP for Q2 came out at an annualized 1.7% (but the previous quarter was
revised down so the net effect was flat)
FOMC did change their unemployment target to 6.5% today and said that
"inflation persistently below its 2 percent objective could pose risks to
economic performance." This caused a complete panic and the bonds rallied
and the USD sold off. The FED came out late in the day stating that they did
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not expect persistently low inflation which helped calm the USD sellers in the
market after 5pm.
Tomorrow I will send a more concise recap with just the p/1 number.
thank you
Laurie
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