From: Barrett, Paul S <
Sent: Monday, Decem er , :
To: Jeffrey Epstein
Cc: Giuffrida, David
Subject: Oil Options
=OA
=effrey
We pr=ced up some oil options:
WTI oil exotic risk reversal
Decem=er 2012 contract (expires 13Nov2012)
97.25 reference rate
=OD
1) client buys 120 strike call =ption
2) =lient sells 86 strike put with continuous reverse knock-in @ 51.00<=o:p>
Net cost: cashl=ss
&=bsp;
Cli=nt buys WTI oil call option
December 2012 contract (ex=ires 13Nov2012)
97.25 reference rate
Paul
Paul Barrett,=CFA
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EFTA_R1_01376645
EFTA02372557
Managing Director
Global Investment Opportunities Group=o:p>
JPMorgan Private Bank
40W 57th Street, 33rd Floor, New York= NY 10019
<=div>
</=ody>
This email is confidential and subject to important di=claimers and conditions including on offers for the purchase or sale
of se=urities, accuracy and completeness of information, viruses, confidentialit=, legal privilege, and legal entity
disclaimers, available at http://www=2Ejpmorgan.com/pages/disclosures/email.
2
EFTA_R1_01376646
EFTA02372558