EFTA00666235Set 9
2015-10-307p1,418w
Daniel Sabba , Ariane D er , Paul
Monis Stewart Oldfield , Richard Kahn
Subject: RE: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 20:39:50 +0000
Inline-Images: image001.png
Classification ... gmail.00m]
Sent: Friday, October 30, 2015 4:31 PM
To: Vahe Stepanian
Subject: Re: JPY/KRO Call Spreads [C]
Yes
On Fri, Oct 30, 2015 at 4:29 PM, Vahe Stepanian ... Friday, October 30, 2015 4:25 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
buy 10 millino 9 month
https://www.justice.gov/epstein/files/DataSet%209/EFTA00666235.pdf
EFTA00639096Set 9
2015-10-306p1,206w
Richard Kahn <I
CC: Daniel Sabba , Ariane Dwyer , Paul
Morris , Stewart Oldfield
Subject: RE: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 20:29:05 +0000
Inline-Images: image001.png ... Friday, October 30, 2015 4:25 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
buy 10 millino 9 month ... Vahe Stepanian c > wrote:
Classification: Confidential
Jeffrey — please find live offers to buy the JPY/KRO forwards:
6m
Offer = 9.5860
9m
Offer = 9.6160
12m
Offer = 9.6660
Initial Margin = 15%
Please
https://www.justice.gov/epstein/files/DataSet%209/EFTA00639096.pdf
EFTA00842001Set 9
2015-10-309p1,263w
From: "jeffrey E." <jeevacation@gmail.com>
To: Vahe Stepanian
Subject: Re: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 20:31:13 +0000
Inline-Images: image001.png ... Friday, October 30, 2015 4:25 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
buy 10 millino 9 month ... Vahe Stepanian > wrote:
Classification: Confidential
Jeffrey — please find live offers to buy the JPY/KRO forwards:
6m
Offer = 9.5860
9m
Offer = 9.6160
EFTA00842001
12m
Offer = 9.6660
Initial Margin = 15%
Please
https://www.justice.gov/epstein/files/DataSet%209/EFTA00842001.pdf
EFTA00631068Set 9
2015-10-305p942w
Daniel Sabba , Ariane D er , Paul
Morris Stewart Oldfield , Richard Kahn
Subject: RE: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 20:17:24 +0000
Inline-Images: image001.png
Classification ... Confidential
Jeffrey — please find live offers to buy the JPY/KRO forwards:
6m
Offer = 9.5860
9m
Offer = 9.6160
12m
Offer = 9.6660
Initial Margin =15%
Please let us know what size ... Friday, October 30, 2015 3:53 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads NJ
and to merely by the forward? no options. just a foward
https://www.justice.gov/epstein/files/DataSet%209/EFTA00631068.pdf
EFTA00841992Set 9
2015-10-308p1,045w
From: "Jeffrey E." <jeevacation@gmail.com>
To: Vahe Stepanian >, Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 20:25:08 +0000
Inline-Images: image001.png
buy 10 millino ... Vahe Stepanian > wrote:
Classification: Confidential
Jeffrey - please find live offers to buy the JPY/KRO forwards:
6m
Offer = 9.5860
9m
Offer = 9.6160
12m
Offer = 9.6660
Initial Margin = 15%
Please ... Friday, October 30, 2015 3:53 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads IC)
EFTA00841992
and to merely by the forward? no options. just a foward
https://www.justice.gov/epstein/files/DataSet%209/EFTA00841992.pdf
EFTA01131674Set 9
2015-10-304p761w
Daniel Sabba < , Ariane Dwyer , Paul
Mon-is >, Stewart Oldfield , Richard Kahn
Subject: RE: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 19:50:36 +0000
Inline-Images: image001.png
Classification ... Confidential
Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads.
Details as follows:
6m
JPY/KRO Forward Ref = 9.5350
Leg 1: European Option Call ... SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or - $10mm)
Expiry: Thu 28-Apr-2016 (6m)
Leg 2: European Option Call
SOFL sells
https://www.justice.gov/epstein/files/DataSet%209/EFTA01131674.pdf
EFTA01131678Set 9
2015-10-307p852w
From: "jeffrey E." <jeevacation@gmail.com>
To: Vahe Stepanian >, Richard Kahn -4a
Subject: Re: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 19:53:16 +0000
Inline-Images: image001.png ... Confidential
Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads.
Details as follows:
6m
JPY/KRO Forward Ref = 9.5350
Leg 1: European Option Call ... SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Leg 2: European Option Call
SOFL sells
https://www.justice.gov/epstein/files/DataSet%209/EFTA01131678.pdf
EFTA01359469Set 10
2015-10-301p216w
Daniel Sabba • Ariane Dwyer • Paul Morris
Stewart Oldfield I; Richard Kahn
Subject: RE: JPY/KRO Call Spreads ICI
Classification: Confidential
Jeffrey — please find live pricing below per your conversation with Daniel ... JPY/KRO call spreads.
Details as follows:
6m
JPY/KRO Forward Ref = 9.5350
Leg 1: European Option Call
SOIL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional ... European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or - 510mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01359469.pdf
EFTA02482996Set 11
2015-10-304p556w
jeevacation@gmail.com>
Sent: Friday, October 30, 2015 7:27 PM
To: Vahe Stepanian
Subject: Re: JPY/KRO Call Spreads (C)
still waiting??? ?
On Fri, Oct 30, 2015 at 2:09 PM, Vahe ... where skew and vols are, it made sense to price up call spreads on
JPY/KRO.
Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO ... European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: 4.82% of JPY Notional
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02482996.pdf
EFTA01131667Set 9
2015-10-303p505w
jeevacation@gmail.com>
CC: Daniel Sabba , Ariane D er , Paul
Morris Stewart Oldfield , Richard Kahn
Subject: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 18:09:00 +0000
Inline-Images: image001.png ... where skew and vols are, it made sense to price up call spreads on JPY/KRO.
Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO ... European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: 4.82% of JPY Notional
https://www.justice.gov/epstein/files/DataSet%209/EFTA01131667.pdf
EFTA01131670Set 9
2015-10-304p666w
Daniel Sabba , Ariane D er , Paul
Monis , Stewart Oldfield , Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
Date: Fri, 30 Oct 2015 19:03:52 +0000
Inline-Images: image001.png ... where skew and vols are, it made sense to price up call spreads on
JPY/KRO.
Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO ... European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: 4.82% of JPY Notional
https://www.justice.gov/epstein/files/DataSet%209/EFTA01131670.pdf
European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or -$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays ... Notional (or —$307,947)
9m
JPY/KRO Forward Ref = 9.5650
Leg 1: European Option Call
SOFL buys European SPY Call on JPY/KRO
Strike: 9.4538
Notional ... European Option Call
SOFL sells European SPY Call on JPY/KRO
Strike: 10.39918
Notional: WY 1,200,000,000 (or —$10mm)
Expiry: Tue 02-Aug-2016 (9m)
Net Premium:
SOFL Pays
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386971.pdf
Confidential
Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads.
Details as follows:
6m
JPY/KRO Forward Ref = 93350
Leg 1: European Option Call ... SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Leg 2: European Option Call
SOFL sells ... European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays 3.10% of JPY Notional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01367767.pdf
JPY/KRO Forward Ref = 9.5650
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry ... European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Tue 02-Aug-2016 (9m)
Net Premium:
SOFL Pays ... Notional (or —$332,781)
12m
JPY/KRO Forward Ref = 9.6050
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01356971.pdf
EFTA01367768Set 10
2015-10-301p192w
Premium:
SOFL Pays 3.35% of JPY Notional (or —$332,781)
12m
JPY/KRO Forward Ref = 9.6050
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional ... European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10nun)
Expiry: Tue 01-Nov-2016 (1y)
Net Premium:
SOFL Pays ... where skew and vols are, it made sense to price up call spreads on
JPY/KRO.
Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01367768.pdf
EFTA01359470Set 10
2015-10-301p237w
European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or - $10mm)
Expiry: Tue 01-Nov-2016 (1y)
Net Premium:
SOFL Pays ... where skew and vols are, it made sense to price up call spreads on JPY/KRO.
Please find below indicative pricing for 6, 9, and 12 month call spreads on JPY/KRO ... European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: 4.82% of JPY Notional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01359470.pdf
European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: 4.82% of JPY Notional ... European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Thu 28-Apr-2016 (6m)
Premium: -1.29% of JPY Notional ... Notional
9m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01367769.pdf
EFTA01356970Set 10
2015-10-301p164w
Confidential
Jeffrey — please find live pricing below per your conversation with Daniel on the JPY/KRO call spreads.
Details as follows:
6m
JPY/KRO Forward Ref = 9.5350
Leg 1: European Option Call ... SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000 (or -$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Leg 2: European Option Call
SOFL sells ... European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000 (or —$10mm)
Expiry: Thu 28-Apr-2016 (6m)
Net Premium:
SOFL Pays 3.10% of JPY Notional
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01356970.pdf
Notional
9m
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium ... Notional
Leg 2: European Option Call
SOFL sells European JPY Call on JPY/KRO
Strike: 10.39918
Notional: JPY 1,200,000,000
Expiry: Tue 02-Aug-2016 (9m)
Premium ... Notional
Um
Leg 1: European Option Call
SOFL buys European JPY Call on JPY/KRO
Strike: 9.4538
Notional: JPY 1,200,000,000
Expiry: Tue 01-Nov-2016 (1y)
Premium
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01386972.pdf
EFTA01367766Set 10
2015-10-301p167w
Richard Kahn
CC: Daniel Sabha • Ariane Dwye ; Paul Morris
Stewart Oldfield
Subject: RE: JPY/KRO Cal
Classification: Confidential
Jeffrey — please confirm, buy JPY 1,200,000,000 (vs. KRO) correct? This ... Friday, October 30, 2015 4:25 PM
To: Vahe Stepanian; Richard Kahn
Subject: Re: JPY/KRO Call Spreads [C]
buy 10 millino 9 month ... Vahe Stepanian < wrote:
Classification: Confidential
Jeffrey — please find live offers to buy the JPY/KRO forwards:
6m
Offer = 9.5860
9m
Offer = 9.6160
12m
Offer = 9.6660
Initial Margin = 15%
Please
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01367766.pdf