To: Laurie Cameror
From: Jeffrey Epstein
Sent Wed 7/31/201310:45:24 PM
Subject Re: recap 31 Jul 2013
this is no way to report p and 1, sorry,
On Wed, Jul 31, 2013 at 6:27 PM, Laurie Cameron wrote:
Today there was one position added
LONG
Plain vanilla
.78 NZD put/USD Call
Notl NZD 5m
exp 26 Aug 2O13
premium paid .785% of USD = $3O,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 .tom 94 Call rid 96, ko .88 - Net p/I +$47,470 at .898o
NZD loom 82 Call rid 8450, ko 768O -6,56o at 7985
JPY $5m 95 $put rid 94 ko 101 -6,25o at 97.86
CAD $iom 1.O2 $put rid 10050 ko 10550 -20,000 at 1.027o
Long Curr Puts -
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)
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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 not expect persistently low inflation which helped calm the USD
sellers in the market after spm.
Tomorrow I will send a more concise recap with just the p/1 number.
thank you
Laurie
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