EFTA01172234Set 9
2015-03-246p1,114w
Freeport-McMoRan FCX $ 19.51 $ 20.00 6.41% Buy $ 36.00
Fifth Third Bancorp FITB $ 18.79 $ 15.00 2.77% Hold $ 20.00
Boston Scientific Corp BSX $ 14.45 $ 19.03 - Hold $ 16.00
(Note: Pricing as of close ... earlier part of 2014.
In the latter months of the year, FCX, BAC and FITB saw a significant increase in implied volatility, most notably Freeport-
McMoRan (FCX).
As a result ... EFTA01172236
Premium (%)
16.00% -
14.00% -
12.00% -
10.00% -
8.00% -
6.00%
4.00%
2.00% -
0.00%
F BAC FCX FITB BSX
V
American Call Option Structure
Company Price (S h.) Strike Expiry Premium Bid 'Premium
https://www.justice.gov/epstein/files/DataSet%209/EFTA01172234.pdf
EFTA00645223Set 9
2015-12-096p1,138w
Freeport-McMoRan FCX $ 19.51 $ 20.00 6.41% Buy $ 36.00
Fifth Third Bancorp FITB $ 18.79 $ 15.00 2.77% Hold $ 20.00
Boston Scientific Corp BSX $ 14.45 $ 19.03 - Hold $ 16.00
(Note: Pricing as of close ... earlier part of 2014.
In the latter months of the year, FCX, BAC and FITB saw a significant increase in implied volatility, most notably Freeport-
McMoRan (FCX).
As a result ... EFTA00645225
Premium (%)
16.00% -
14.00% -
12.00% -
10.00% -
8.00% -
6.00%
4.00%
2.00% -
0.00%
F BAC FCX FITB BSX
V
American Call Option Structure
Company Price (S h.) Strike Expiry Premium Bid 'Premium
https://www.justice.gov/epstein/files/DataSet%209/EFTA00645223.pdf
EFTA01191462Set 9
2015-02-114p925w
port-McMoRan FCX $ 19.51 $ 2O.OO 6.41% Buy $ 36.OO
Fifth Third Bancorp FITB $ 18/9 $ 15.OO 2.77% Hold $ 20.00
Boston Scientific Corp BSX $ 14.45 $ 19.OO - Hold $ 16.00
(Note: Pricing as of close ... earlier part of 2014.
n the latter months of the year, FCX, BAC and FITB saw a significant increase in implied volatility, most notably Freeport-McMoRan ... follows:
EFTA01191463
Premium (%)
16.00% -
14.00% -
12.00% -
10.00% -
8.00% -
6.00% -
4.00% -
2.00% -
0.00%
BAC FCX FITB BSX
V
American Call Option Structure
Company Price (S h.) Strike Expiry Premium Bid *Premium
https://www.justice.gov/epstein/files/DataSet%209/EFTA01191462.pdf
EFTA02092911Set 10
2014-10-168p2,182w
15am
***Philadelphia Fed & NAHB Housing Index © 10am***
"•ADS,BHI,BAX,BBT,DHR,DAL,FITB,GS,MAT,PM,SNA,UNH #'s pre-open***
EFTA_R1_00692852
EFTA02092911
***COF,GOOG,SNDK ... upgrades HAV FP
Reporting Pre-Open: ADS, BHI, BAX, BBT, DHR, DAL, FITB, GS, MAT, PM, SNA, UNH, GWW,
AMRB, BX, CBF, MYCC, CY, DOV, FCS, FRC, HOMB, HLSS, IIIN
https://www.justice.gov/epstein/files/DataSet%2010/EFTA02092911.pdf
EFTA00370915Set 9
2014-04-166p1,831w
property prices March, Earnings (ADS, AN, BAX, BBT, BHI, BLK, BX, CMG, DD, DOV,
FITB, GE, KEY, MAT, MS, PEP, PBCT, PM, PPG, SLB, UNH)
Friday: Good Friday (North American
https://www.justice.gov/epstein/files/DataSet%209/EFTA00370915.pdf
EFTA00370946Set 9
2014-04-176p1,714w
Reporting Pre-Open: ADS, AN, BAX, BBT, BLK, CMG, DD, DHR, DOV, FITB, GE, GS, HON, KEY, MAT, MS, PEP, PM,
PPG, SHW, SLB, UNH, UNP, ACU, ALSN, BX, CNET
https://www.justice.gov/epstein/files/DataSet%209/EFTA00370946.pdf
EFTA00387192Set 9
2013-07-187p2,112w
Reporting Pre-Open: AN, APH, BAX, BBT, BLK, CHKP, DGX, DHR, DOV, FITB, GPC, HBAN, JCI, KEY, MS, NUE, OMC,
PM, PPG, SHW, SNA, SWY, UNH, UNP, VZ, AMRB
https://www.justice.gov/epstein/files/DataSet%209/EFTA00387192.pdf
EFTA00425821Set 9
2011-10-195p1,652w
Sales, EU Commission
proposes measures on securities markets and insider dealing, Earnings (BBT, DO, FITB, KEY,
LLY, LUV, PM, T, CB, CMG, COF, MSFT, SNDK)
Friday: Options Expiration, Earnings
https://www.justice.gov/epstein/files/DataSet%209/EFTA00425821.pdf