Epstein Files Search

EFTA00610276Set 9

2014-01-0926p14,709w

EUR/USD FVAs, USD/JPY vol swaps and risk reversals, plus 3% AUD/USD puts cheapened with AUD/CAD KOs Trade 1: Hedge against event-risks with EUR/USD 2% FVAs: Despite potential catalysts such ... which we estimate a 1.10 120% sizable portion with knock-outs are centered around AUD/CAD 1.00 110% the 112.5-120.0 bucket. Risk reversals should then find support as demand-supply ... Trade 4: Lower USD-CAD beta Implied correlation 0.30 50% between AUD/USD and AUD/CAD has remained 0.20 40% elevated (-86% percentile), which provides sizable

https://www.justice.gov/epstein/files/DataSet%209/EFTA00610276.pdf

EFTA01451190Set 10

2014-01-091p564w

Trade 4: Lower USD-CAD beta Implied correlation 0.30 50% between AUD/USD and AUD/CAD has remained 40% 0 20 elevated (-86% percentile), which provides sizable ... case as Fed tapering spurs bond repatriation and When returns fall AUD/USD underperforms AUD/CAD underscores policy divergence between the two. Thus, consider a 6M AUD/USD 0.86 put with ... AUD/USD 6M return - AUD/CAD 6M return AUD/CAD 0.83 cross knock-out indicatively for AUD/USD auto AUD/CA' KO barner 136bps versus 190bps for the vanilla, off spot refs

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01451190.pdf

EFTA01446669Set 10

2014-01-091p568w

Trade 4: Lowe' USD-CAD beta Implied correlation 0.30 50% between AUD/USD and AUD/CAD has remained 40% 0 20 elevated (-86% percentile), which provides sizable ... case as Fed tapering spurs bond repatriation and When returns fall AUDIUSD underperforms AUD/CAD underscores policy divergence between the two. Thus, consider a 6M AUD/USD 0.86 put with ... AUD/USD 6M return - AUD/CAD 6M return AUD/CAD 0.83 cross knock-out indicatively for AUD/USD auto AUD/CA' KO barner 136bps versus 190bps for the vanilla, off spot refs

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01446669.pdf

EFTA01464418Set 10

2013-05-1660p12,430w

maintain our recently entered CAD/JPY long. Having recently exited our long -held bullish AUD/CAD and NZD/CAD views from our previous Blueprint, we now also go short NZD/CAD. T. With ... looking to have clearly overshot to the downside we do not enter AUD/CAD shorts at this point. Indeed we are more inclined to take advantage of the skew in AUD/USD ... reflected in the financial variables that drive our shortterm models of CAD crosses. Our AUD/CAD model has clearly rolled over, while our NZD/CAD model is starting to roll over

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01464418.pdf

EFTA01451149Set 10

2014-01-091p564w

Trade 4: Lower USD-CAD beta Implied correlation 0.30 50% between AUD/USD and AUD/CAD has remained 40% 0 20 elevated (-86% percentile), which provides sizable ... case as Fed tapering spurs bond repatriation and When returns fall AUDIUSD underperforms AUD/CAD underscores policy divergence between the two. Thus, consider a 6M AUD/USD 0.86 put with ... AUD/USD 6M return - AUD/CAD 6M return AUD/CAD 0.83 cross knock-out indicatively for AUD/USD strte AUD/CA' KO barner 136bps versus 190bps for the vanilla, off spot refs

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01451149.pdf

EFTA01449346Set 10

2013-05-161p557w

M11.1N.1Yl,Y 4.116/ CAD/JPY long. Having recently exited our long-held It bullish AUD/CAD and NZD/CAD views from our —Cenbrad Menage Apes TA Jobl••• dome 122.101264.106414•1111.121 previous Blueprint ... With AUD looking to have clearly overshot to the downside we do not enter AUD/CAD shorts at this point. Indeed we are more inclined to take advantage of the skew ... financial variables that drive our short- term models of CAD crosses. Our AUD/CAD model has clearly rolled over, while our NZD/CAD model is starting to roll over as well (Figure

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01449346.pdf

EFTA01449246Set 10

2013-05-161p570w

CAD/JPY long. Having recently exited our long-held It bullish AUD/CAD and NZD/CAD views from our —Cenbewel Menage APP.' Jobl••• dome 12v.101:64.1016414011IFIS1 previous Blueprint we now also ... With AUD looking to have clearly overshot to the downside we do not enter AUD/CAD shorts at this point. Indeed we are more inclined to take advantage of the skew ... financial variables that drive our short- term models of CAD crosses. Our AUD/CAD model has ClOi clearly rolled over, while our NZD/CAD model is starting to roll over as well

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01449246.pdf

EFTA00758919Set 9

2010-05-202p460w

Date: Thu, 20 May 2010 17:42:50 +0000 We took profit on the Aud/Cad - made $227k profit. I couldn't get the 12m Fords at our target price, however ... Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow JPMorgan Private Bank 140 West 57th Street, 33rd Floor, New York

https://www.justice.gov/epstein/files/DataSet%209/EFTA00758919.pdf

EFTA02424347Set 11

2010-05-203p461w

Thur 5/20/2010 5:42:50 PM Subject: RE: Update We took profit on the Aud/Cad - made $227k profit. I couldn't get the 12m Fords at our target price, however ... Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow JPMorgan Private Bank 140 West 57th Streets 33rd Floor. New York

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02424347.pdf

EFTA02424298Set 11

2010-05-202p252w

Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow JPMorgan Private Bank 140 West 57th Street. 33rd Floor. New York

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02424298.pdf

EFTA01449252Set 10

2013-01-081p173w

basket introduced Jan 25.)• Short GBP TWI 3 +3.3% Long EUR/CHF 3 +2.54% Long AUD/CAD 4 -0.9% (exited 7• May)• Long NZD/CAD 4 +2.8% (exited 7 May)* Short EUR/SEK ... Without risk management, long EUR vs. basket trade would have made +3.9%, long AUD/CAD trade -2.38% and long NZD/CAD +1.32% Deutsche Bank AG/London Pago 21 CONFIDENTIAL — PURSUANT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01449252.pdf

EFTA00758837Set 9

2010-05-202p251w

Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow JPMorgan Private Bank 140 West 57th Street ti Floor, New York

https://www.justice.gov/epstein/files/DataSet%209/EFTA00758837.pdf

EFTA01146380Set 9

2012-10-128p6,029w

stress in Europe (long EUR/GBP and short EUR/Scandi puts) and commodity FX relative value (AUD/CAD). 48 • China releases its usual array of activity data next week, the last before ... long NZD/USD) with a relative value trade (sell downside in an oversold cross like AUD/CAD). Commodities • Commodities are up around 2% this week, led by oil as tensions between Turkey

https://www.justice.gov/epstein/files/DataSet%209/EFTA01146380.pdf

EFTA00734551Set 9

2010-05-202p311w

Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow JPMoroan Private Bank I 40 West 57th Street, 33rd Floor, New York

https://www.justice.gov/epstein/files/DataSet%209/EFTA00734551.pdf

EFTA00690054Set 9

2010-05-202p310w

Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow JPMoroan Private Bank 140 West 57th Street, 33rd Floor, New York

https://www.justice.gov/epstein/files/DataSet%209/EFTA00690054.pdf

EFTA01449355Set 10

2013-01-081p174w

basket introduced Jan 25.)• Short GBP TWI 3 +3.3% Long EUR/CHF 3 +2.54% Long AUD/CAD 4 -0.9% (exited 7• May)• Long NZD/CAD 4 +2.8% (exited 7 May)* Short EUR/SEK ... Without risk management, long EUR vs. basket trade would have made +3.9%, long AUD/CAD trade -2.38% and long NZD/CAD +1.32% Deutsche Bank AG/London Pago 21 CONFIDENTIAL — PURSUANT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01449355.pdf

EFTA01813518Set 10

2010-05-202p306w

Treasuries - tomm we will roll one of the swaption positions which is expiring. Your AUD/CAD position continues to run - 5% move since Apr 28th. I think we should take profit ... Ford we own matures in 9 months. Let me know on Ford and Aud/Cad. Jeff Jeffrey M. Matusow EFTA_R1_00184026 EFTA01813518 JPMorgan Private Bank 140 West 57th Street, 33rd

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01813518.pdf

EFTA01451148Set 10

2014-01-091p490w

EUR/USD FVAs, USD/JPY vol swaps and risk reversals, plus 3% AUD/USD puts cheapened with AUD/CAD KOs if at i • Hedge ;:,gain9t event-ris4s with EUR/USD 2% FVA,::: Despite potential catalysts

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01451148.pdf

EFTA02424136Set 11

2010-05-171p182w

trading at 1.2315 GBP also plummeted to 1.4250 but recovered to 1.4415. Your AUD/CAD position is moving in your favor too. The dividend trade is lower on the Euro weakness

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02424136.pdf

EFTA01446668Set 10

2014-01-091p491w

EUR/USD FVAs, USD/JPY vol swaps and risk reversals, plus 3% AUD/USD puts cheapened with AUD/CAD KOs Trade, I Hedge ggainst event-risks with EUR/USD 2% FVA,::: Despite potential catalysts such

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01446668.pdf