To: jeevacation@gm " " • frey Epsteinueevacation@gmail.com]
Cc: Giuffrida, David J
From: Barrett, Paul S
Sent: Tue 12/13/2011 3:48:23 PM
Subject: EUR
Jeffrey
I think we should buy another 1 month EUR option similar to what we bought last month.
Buy 1.3125 EUR Put with a 1.2500 Knock Out
Cost = 50bps
Spend $100K to buy notional of $20MM.
Let me know
Paul
Paul Barrett, CFA
Managing Director
Global Investment Opportunities Group
JPMorgan Private Bank
320 Park Avenue, 14th Floor, New York, NY 10022
EFTA_R1_00502276
EFTA02004046