""Calendar Spread"" — Epstein Files Search

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EFTA00875633Set 9

2013-02-107p814w

Bull Spread 14. Bullet Trade 15. Butterfly Spread 16. Buy A Spread 17. Calendar Spread 18. Call Ratio Backspread 19. Collar 20. Collar Agreement EFTA00875633 21. Condor Spread 22. Contingent ... Calendar 71. Put Ratio Backspread 72. Ratio Call Write 73. Ratio Spread 74. Reverse Calendar Spread 75. Reverse Conversion 76. Roll Down 77. Roll Forward 78. Roll Up 79. Seagull

https://www.justice.gov/epstein/files/DataSet%209/EFTA00875633.pdf

EFTA02372527Set 11

2012-05-094p240w

Jeffrey Epstein Cc: Ens, Amanda; Giuffrida, David Subject: Calendar Spreads Calendar Spreads — would do CSCO and PCLN as they report tonight. On CSCO we would sell the May 19 Calls

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02372527.pdf

EFTA00611842Set 9

other asset classes and across asset classes Virtually unlimited scalability Some ideas: Commodity calendar spreads or spread options + physical storage Inter-commodity spreads + physical asset (refinery, power plant) Convertible debt

https://www.justice.gov/epstein/files/DataSet%209/EFTA00611842.pdf

EFTA02725017Set 11

other asset classes and across asset classes ■ Virtually unlimited scalability ■ Some ideas: • Commodity calendar spreads or spread options + physical storage • Inter-commodity spreads + physical asset (refinery, power plant) • Convertible debt

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02725017.pdf

EFTA01410965Set 10

2016-10-035p980w

difference between the strike prices less the amount received in premiums. Call or Put Calendar Spread Purchasing (different expiration months & short must expire prior to the long): The basic risk ... effecting a long calendar spread transaction is limited to the premium paid when the position is established. 0 2016, CREDIT SUISSE Please access the attached hyperlink for an important electronic

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01410965.pdf

EFTA01366177Set 10

difference between the stake pram lea the amount received in premiums. Call or Put Calendar Spread Purchasing (different expiration months & short mint expire prior to the long): The basic risk ... effecting a long calendar spread transaction is limited to the premium paid when the position is established. CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0057693 CONFIDENTIAL

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01366177.pdf

EFTA01366030Set 10

difference between the strike prices loss the amount received in premiums. Call or Put Calendar Spread Purchasing (different expiration months & short mint expire prior to the long): The basic risk ... effecting a long calendar spread transaction is limited to the premium paid when the position is established. C 2016. CREDIT SUISSE Please access the arrac d hypedInk for an Important

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01366030.pdf

EFTA01410819Set 10

2016-09-285p1,026w

difference between the strike prices less the amount received in premiums. Call or Put Calendar Spread Purchasing (different expiration months & short must expire prior to the long): The basic risk ... effecting a long calendar spread transaction is limited to the premium paid when the position is established. 0 2016, CREDIT SUISSE Please access the attached hyperlink for an important electronic

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01410819.pdf

EFTA01883274Set 10

2012-05-092p323w

Barrett, Paul From: Jeffrey Epstein Sent: Wed 5/9/2012 7:22:59 PM Subject: Re: Calendar Spreads you didn't provide stock price or all options ... Barrett, Paul S < > wrote: Calendar Spreads — would do CSCO and PCLN as they report tonight. On CSCO we would sell the May 19 Calls and buy the June 19 Calls

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01883274.pdf

EFTA02707861Set 11

Eurex fixed income futures products by integrating basis, yield curve, inter-commodity, and calendar spreads. Used a unique strategy to exploit dislocations Eurodollar and Euribor curves. 9 EFTA ... tweaks. These include the crosses, micros, and mini contracts in FX at the CME. Calendar spreading is also being targeted, especially the last 2-3 weeks of each contract month

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02707861.pdf

EFTA01374520Set 10

short must expire prior to the long): The basic risk of effecting a long calendar spread transaction is limited to die premium paid when the position is established

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01374520.pdf

EFTA00406606Set 9

2012-08-175p1,640w

month options are trading roughly 5 vol points over 6-month vols = long-term calendar spreads setting up at attractive levels for IWM, QQQ, GLD, SLV etc). Secondaries (announced/priced

https://www.justice.gov/epstein/files/DataSet%209/EFTA00406606.pdf

EFTA01048760Set 9

2017-04-212p559w

bullish) Trades: • Long 240 SPY May Calls o Cost: $0.79 (33 bps) • Long EuroStoxx Calendar Spread Risk Reversal o Client Short 1M 94.75% PUT (28.3% Delta), Client Long

https://www.justice.gov/epstein/files/DataSet%209/EFTA01048760.pdf

EFTA02372606Set 11

2012-05-094p276w

Jeffrey Epstein Cc: Giuffrida, David J; Ens, Amanda Subject: RE: Calendar Spreads =OA CSCO is at 18.70 </=pan>Sell 19.00 May =all for 44c (implied vol 49%) Buy 19.00 June

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02372606.pdf

Results by Dataset14 total

Set 9

4

Set 10

6

Set 11

4

Corpus: 1990-03-17 – 2025-12-01

February 2013

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