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EFTA02409612Set 11

2010-11-221p117w

Sent: Mon 11/22/2010 2:02:18 PM Subject: SPX Jeffrey We had the short SP500 1170 call option exercise against us on Friday (this was sold against the SP500 Market ... short the SP from 1170. Net of premium we are around breakeven (at current SP500 futures exactly at breakeven). I think we take it off. I want to maintain naked ... SP500 upside exposure via the structure. Please let me know. Thanks Pau Paul Barrett, CFA Managing Director Global Investment Opportunities Group JPMorgan Private Bank 40W 57th Street, 33rd Floor

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02409612.pdf

EFTA01794240Set 10

2010-11-222p156w

Paul S Barrett > wrote: Jeffrey <= class="MsoNormal">We had the short SP500 1170 call option ex=rcise against us on Friday (this was sold against the SP500 Market Plus ... breakeven). I think we take it off. I w=nt to maintain naked SP500 upside exposure via the structure. Please let me know. Thanks Pau<=o:p> <=p> Paul Barrett

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01794240.pdf

EFTA00729830Set 9

jan.05 aug.05 mar.06 oct.06 may.07 dec.07 jul.08 feb.09 sep.09 apr.10 SPHERA TA 100 NASDAQ SP500 •Sphera returns are net of all fees; 2004 present returns are all in U.S. Dollars ... Since 1.1.2008 1.1. 2008-31.12.2009 Since 1.1.2010 Crisis & Recovery SPHERA TA 100 NASDAQ SP500 *Sphera returns are net of all fees; 15 EFTA00729844 Monthly Net Returns ... dec.04 jun.05 dec.05 jun.06 dec.06 jun.07 dec.07 jun.08 dec.08 jun.09 SPHERA TA-100 NASDAQ SP500 44 EFTA00729873 Sphera's Performance Vs. Hedge Fund Indices January 2001 to July 2010 Sphera

https://www.justice.gov/epstein/files/DataSet%209/EFTA00729830.pdf

EFTA01740168Set 10

2011-11-147p1,049w

going into=Thanksgiving. We like buying the six retail names today and shorting the=SP500 against it. Expected holding period is around 2 weeks ... 22nd when the SP500 hit the highs for the=year. I would recommend doing $1MM in this strategy (buy +-$160K of each=name and short $1MM of the SP500 against

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01740168.pdf

EFTA00712126Set 9

2012-08-221p166w

Jeffrey We have $2MM of a SP500 linked note that is up $220K with protection kicking in at 1260 (10% below current market). I think we should unwind this ... into a new note: 18 months SP500 Linked 0% coupon 22% buffer monitored at expiry only (SP500 needs to close below 1099 for your buffer to knock out) Unlimited upside

https://www.justice.gov/epstein/files/DataSet%209/EFTA00712126.pdf

EFTA01851472Set 10

2011-10-122p256w

since inception We have seen a nice rally in the SP500 and Corn. HY lagging. I think we should take advantage of this rally by collaring the SP500

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01851472.pdf

EFTA02401500Set 11

2012-06-074p387w

June 7, 2012 3:50 PM To: Jeffrey Epstein Cc: Giuffrida, David Subject: RE: SP500 and Apple Notes Paul Barrett, CFA=/o:p> Managing Director Global Investment Opportunities Group ... June 06, 2012 1=:28 AM To: 'Jeffrey Epstein' Cc: Giuffrida= David J Subject: SP500 and Apple Notes<=p> </=> 12M SPX CBEN 1. 80% barrier (at expiry), 5% contingent coupon

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02401500.pdf

EFTA00929628Set 9

2012-02-093p478w

single name equities and simultaneously buy a) $SMM of a 6 month 95% SP500 put with a 1020 knock out. The vol skew is making this very attractive right ... IRAN: - You could buy a $115 WTI call option that is contingent on the SP500 being below 1260 at maturity. Cost is 1.350% for 6 months OR - Buy credit default

https://www.justice.gov/epstein/files/DataSet%209/EFTA00929628.pdf

EFTA01771831Set 10

2011-10-272p143w

David Subject: Brazil Jeffrey Another relative valu= trade idea: =/p> Brazil has underperformed the SP500 by 15% YTD. We th=nk this gap will close into year end. Locals ... MsoListParagraph style=itext-indent:-.25immso-list:I0 level=1102'>- &nbs=; Short 51MM of the SP500 Paul<=o:p> <=p> Paul Barrett, CFA M=naging Director Global Investment Opp=rtunities Group

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01771831.pdf

EFTA01770826Set 10

2012-02-132p326w

Sent: Monday, February 13, 2012 4:02 PM To: Jeffrey epstein Subject: RE: SP500 Notes Tried calling. When will you be free? Paul Barrett, CFA Managing Director Global Investment Opportunities ... Sent: Friday, February 10, 2012 3:32 PM To: Barrett, Paul S Subject: Re: SP500 Notes Talk to monday Sorry for all the typos .Sent from my iPhone

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01770826.pdf

EFTA00920887Set 9

2011-10-122p241w

since inception We have seen a nice rally in the SP500 and Corn. HY lagging. I think we should take advantage of this rally by collaring the SP500

https://www.justice.gov/epstein/files/DataSet%209/EFTA00920887.pdf

EFTA00687724Set 9

2011-10-111p130w

since inception We have seen a nice rally in the SP500 and Corn. HY lagging. I think we should take advantage of this rally by collaring the SP500

https://www.justice.gov/epstein/files/DataSet%209/EFTA00687724.pdf

EFTA00941786Set 9

2012-08-232p275w

think we should unwind this and go into a new note: 18 months SP500 Linked 0% coupon 22% buffer monitored at expiry only (SP500 needs to close below

https://www.justice.gov/epstein/files/DataSet%209/EFTA00941786.pdf

EFTA00936559Set 9

2012-06-075p633w

From: Jeffrey Epstein <jeevacation@gmail.corn> To: "Barrett, Paul S" < Subject: Re: SP500 and Apple Notes Date ... June 06, 2012 10:28 AM To: 'Jeffrey Epstein' Cc: Giuffrida, David J Subject: SP500 and Apple Notes EFTA00936559 12M SPX CBEN 1. 80% barrier (at expiry), 5% contingent coupon

https://www.justice.gov/epstein/files/DataSet%209/EFTA00936559.pdf

EFTA02012029Set 10

2011-10-111p93w

since inception We have seen a nice rally in the SP500 and Corn. HY lagging. I think we should take advantage of this rally by collaring the SP500

https://www.justice.gov/epstein/files/DataSet%2010/EFTA02012029.pdf

EFTA00586602Set 9

Bruce Galloway Track Record 1993-2009 YEARS SP500 Change Russell 2000 Change Dow Jones Change BRUCE GALLOWAY RETURN

https://www.justice.gov/epstein/files/DataSet%209/EFTA00586602.pdf

EFTA01773456Set 10

2011-10-134p311w

Jeffrey These are the names I think we should accumulate vs a shor= SP500 position. Would look to build a total of $3MM longs vs a $3MM SPY=short. Slew

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01773456.pdf

EFTA01995233Set 10

2012-02-101p53w

Sent: Friday, February 10, 2012 3:32 PM To: Barrett, Paul S Subject: Re: SP500 Notes Talk to monday EFTA_R1_00489478 EFTA01995233

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01995233.pdf

EFTA01876917Set 10

2012-07-164p384w

Note (8% coupon / 25% At expiry Buffer) 5.80% 8.00% Equity Linked Not 23.20% Coupon SP500 Linked CBEN (10% Coupon / 10% cap / 23% buffer) 11.60% 10.00% Apple Linked CBEN (10% coupon

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01876917.pdf

EFTA01851063Set 10

2011-10-037p1,063w

Barrett, Paul S < wrote: Morning Jeffrey SP500 down 4% since yesterday's open. It is now down 13% for the year. We are flat for the year and down S6.9MM

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01851063.pdf

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Results by Dataset60 total

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Set 11

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Corpus: 1990-03-17 – 2025-12-01

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