Epstein Files Search

EFTA01077898Set 9

2013-12-0321p9,270w

December 2013 US Derivatives Spotlight Sau l Agganval The Compelling Case for Long-Dated SPX Calls The current combination of low volatility levels and embedded protection makes longer-dated call ... enhance core cash equity holdings. In this note we examine the pricing drivers of SPX 18- to 36-month expiry call options and compare historical returns of different strategies ... strategies have exhibited better risk-adjusted returns than holding a cash position in the SPX index. Long-dated calls on the SPX index are priced attractively There are two main

https://www.justice.gov/epstein/files/DataSet%209/EFTA01077898.pdf

EFTA01197742Set 9

2015-03-202p1,189w

have an upside view on US big caps, consider a risk reversal. Example: 1895p/1925c SPX November risk reversal +80.20 premium collected, offer side (Bloomberg) ref: 1917.01 Example: 186p/193c SPY March ... risk reversal +80.02 premium collected, offer side (Bloomberg) ref: 191.53 II SPX - 1 1 . 1. 1 --%,..,„, 1916.53 /191/.66 AI 10:28 , 1925.63 H 1936.98 1 1915.30 Prey ... CSize 100; IDiv 1.67; R .17; IFwd is 11) SPX 11/27; 67.90 71.70 96.30y 18.84 .63 47 1875 61) SPX 11/2: 29.90 32.40 31.0018.69 -.36 SS 28332 12) SPX

https://www.justice.gov/epstein/files/DataSet%209/EFTA01197742.pdf

EFTA01462259Set 10

1p494w

SPX T 391/.01 1916.53 / 1917.66 At 10:28 0 1925.63 H 1936.98 L 1915.30 Prey 1928.21 SPX Index 6) Actions - 97) Expiry - Option Monitor: Option Monitor 91; News ... CSize 100; IDiv 1.67; R .17; IFwd 11) :-,r'„ __ ,__ , J6 -,,y lii.04 . .:),, 1875 61 SPX 11/2: 29.90 32.40 31.00 18.69 -.36 55 28333 12) SPX 11/22 ... l18.66 .62 11 1880 62) SPX 11/2% 31.60 33.70 24.97 18.51 -.38 11 1735 13) SPX 11/22/ 60.90 64.50 130.6 18.38 .61 2 1885 63) SPX 11/2

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462259.pdf

EFTA01462268Set 10

1p486w

SPX 191/.O1 -1 '0 1916.53 /1917.66 At 10:28 0 1925.63 H 1936.98 L 1915.30 Prey 1928.21 SPX Index 95) Templates - 90 Actions - 97) Expiry - Option Monitor: Option Monitor ... IFwd 15 3 ) i ..C) ,,y lii.,)-f ._,,, 4/ 1875 61) SPX 11/2". 29.90 32.40 31.0018.69 -.36 55 28333 12) SPX 11/22 ... SPX 11/21 31.60 33.70 24.97118.51-.38 11 1735 13) SPX 11/22/ 60.90 64.50130.6 18.38 .61 2 1885 63) SPX 11/21 32.80 36.20 32.50 18.42 -.39 23 1860 14) SPX 11/22

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462268.pdf

EFTA01365171Set 10

1p495w

SPX T 1911.O1 11 . 1916.53 /1917.66 At 10:28 0 1925.63 H 1936.98 L 1915.30 Prey 1928.21 SPX Index 6) Actions - 97) Expiry - Option Monitor: Option Monitor 91; News ... IFwd 2. II) L-A',., __ ,_ , :46._,,y iL•,..3.4 .3,, 1875 6:1 SPX 11/2: 29.90 32.40 31.00 18.69 -.36 55 28333 12) SPX 11/22 ... SPX 11/2: 31.60 33.70 24.97 18.51 -.38 11 1735 13) SPX 11/22/ 60.90 64.50130.6 18.38 .61 2 1885 63) SPX 11/21 32.80 36.20 32.50 18.42 -.39 23 1860 14) SPX

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365171.pdf

EFTA01461027Set 10

1p494w

SPX T 391/.01 1916.53 / 1917.66 At 10:28 0 1925.63 H 1936.98 L 1915.30 Prey 1928.21 SPX Index 6) Actions - 97) Expiry - Option Monitor: Option Monitor 91; News ... CSize 100; IDiv 1.67; R .17; IFwd 11) :-,r'„ __ ,__ , J6 -,,y lii.04 . .:),, 1875 61 SPX 11/2: 29.90 32.40 31.00 18.69 -.36 55 28333 12) SPX 11/22 ... l18.66 .62 11 1880 62) SPX 11/2% 31.60 33.70 24.97 18.51 -.38 11 1735 13) SPX 11/22/ 60.90 64.50 130.6 18.38 .61 2 1885 63) SPX 11/2

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01461027.pdf

EFTA01461032Set 10

1p486w

SPX 191/.O1 -1 '0 1916.53 /1917.66 At 10:28 0 1925.63 H 1936.98 L 1915.30 Prey 1928.21 SPX Index 95) Templates - 90 Actions - 97) Expiry - Option Monitor: Option Monitor ... IFwd 15 3 ) i ..C) ,,y lii.,)-f ._,,, 4/ 1875 61) SPX 11/2". 29.90 32.40 31.0018.69 -.36 55 28333 12) SPX 11/22 ... SPX 11/21 31.60 33.70 24.97118.51-.38 11 1735 13) SPX 11/22/ 60.90 64.50130.6 18.38 .61 2 1885 63) SPX 11/21 32.80 36.20 32.50 18.42 -.39 23 1860 14) SPX 11/22

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01461032.pdf

EFTA02356213Set 11

2015-11-095p875w

target="_blank">View =mail online =tbody> =td valign="middle" style="padding:2px 5px 0 Spx">DEALS =td valign="middle" style="padding:2px 5px 0 Spx"›I =td valign="middle" style ... padding:2px Spx 0 5px">HOTELS =td valign="middle" style="padding:2px Spx 0 Spx"> t =td valign="middle" style="padding:2px Sox 0 Spx">AIR+HOTEL =td valign="middle ... style="padding:2px Spx 0 5px">I =td valign="middle" style="padding:2px 5px 0 Spx">SHOWS =td valign="middle" style="padding:2px Spx 0 Spx"> I =td valign="middle

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02356213.pdf

EFTA01093171Set 9

2p1,023w

SPX. James Cooke & Hobson Inc 3810 Acingori Pkwy $o N EROUS NM 871094453 COOLING TECHNOLOGIES Project Engineer: Proposal to: ZORO RANCH (BRYCE) ZORO RANCH 49 ZORRO RANCH RD STANLEY ... days from date as. USA with freight prepaid via dosed van Freight Terms: F.O.B. SPX plant(s) Olathe. Kans l: 30 buSine,ss days Shipment Lead•Time After Drawing Approva ... your cons Arernate Adder- 5.188.00 (1) . Aquatower (Stainless Steel Model) \‘. Notes: out to SPX Coding Technologies. • Any purchase orders should be made space provided below, this form wilt be cons

https://www.justice.gov/epstein/files/DataSet%209/EFTA01093171.pdf

EFTA01363043Set 10

1p648w

REFERENCE DATA (CYES - SPX - VIX) [YES (N)' 0.44% -0.37% 0.24% 0.30% 0.24% 0.09% 0.14% 0.21% 0.06% -0.33% -0.31% 0.01% 0.71% SPX Close ... SPX %Change 1.8% 3.7% 0.0% 0.9% 1.2% 0.5% 1.9% 0.1% 1.9% 2.2% 2.8% 1.0% 19.4% SPX %Range ... SPX Close 1940 1932 2060 2065 2097 2099 71/4 2171 2168 2126 2199 2239 2239 SPX %Change

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01363043.pdf

EFTA01362946Set 10

1p607w

REFERENCE DATA (CYES - SPX - VIX) CYES(N)' -1.15% -0.63% -0.62% 0.96% 0.26% 0.05% SPX Close 2824 2714 2641 2648 2705 2718 2718 SPX %Change ... SPX %Range 7.1% 10.7% 8.0% 6.2% 5.6% 3.7% 12.7% VIX Close 13.5 19.9 20.0 15.9 15.4 16.1 16.8 VIX %Change 22.6% 46.6% 0.6% -20.2% -3.1% 4.3% 45.7% VIX %Range ... SPX Close 2279 2364 2363 2384 2412 2423 2470 2472 2519 2575 2648 2674 2674 SPX %Change

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01362946.pdf

EFTA01362947Set 10

1p656w

REFERENCE DATA (CYES - SPX - VIX) CYES(N)' -0.13% 0.16% -0.23% 0.15% -0.98% 0.20% -0.02% -0.13% 0.30% -0.12% 0.11% 0.10% -0.61% SPX Close ... SPX %Change 5.0% 1.1% 3.6% 1.8% 2.1% -1.5% 4.9% .3.1% 3.0% 4.5% 2.8% 2.4% 29.6% SPX %Range ... CYES(N)' SPX Close

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01362947.pdf

EFTA01363044Set 10

1p639w

REFERENCE DATA (CYES - SPX - VIX) CYES(N)' 0.13% -0.01% 0.00% 0.27% 0.46% 0.14% 0.29% 0.33% 0.00% 0.27% 0.35% 0.06% 2.31% SPX Close ... SPX %Change 4.4% 4.1% 3.1% -O.7% -6.3% 4.0% 1.3% 2.0% 2.4% -2.0% 03% 0.7% 13.4% SPX %Range ... SPX Close 1286 1327 1326 1364 1345 1321 1292 1219 1131 1253 1247 1258 1258 SPX %Change

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01363044.pdf

EFTA01365334Set 10

2013-12-031p337w

December 2013 US Derivatives Spotlight [Figure 3: Current premia for long-dated SPX calls and call spreads is low 35% • Current Preemie ... SPX 18M SPX 36A1 SPX 60M SPX 18M SPX 36M SPX 60M SPX 60M 100% 100% 100% 107.5% 120% 140% 100%-140% Saw Dad.. Sent AMPS.)AN" regrew. etre ... warty The main driver of the depressed option premium is due to SPX spot implied which has declined sharply throughout 2013 (see Figure 4). Further downward pressure on SPX long

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365334.pdf

EFTA01475705Set 10

2015-11-196p770w

following up with indicative pricing on the one touch, digital put options on the SPX index. To be clear, the options below are continuous observation — therefore, if at any point ... relevant strike, you will receive 100% payout. Pricing is good for $5mm payout. EFTA01475705 SPX Index Ref: 2081 lm Tenor 90% Strike Offer = 12% 95% Strike Offer = 33% 3m Tenor ... that said, please see below listed indications as of yesterday's close on listed SPX index options. Ref 2083.58 EFTA01475706 December Expiry: B SPX

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01475705.pdf

EFTA00840368Set 9

2015-11-193p732w

following up with indicative pricing on the one touch, digital put options on the SPX index. To be clear, the options below are continuous observation — therefore, if at any point ... relevant strike, you will receive 100% payout. Pricing is good for $5mm payout. SPX Index Ref: 2081 lm Tenor 90% Strike Offer = 12% 95% Strike Offer = 33% 3m Tenor ... that said, please see below listed indications as of yesterday's close on listed SPX index options. Ref 2083.58 December Expiry: SPX Dec 2000 Put @ $12.20/ct. S SPX

https://www.justice.gov/epstein/files/DataSet%209/EFTA00840368.pdf

EFTA00840311Set 9

2015-11-193p771w

following up with indicative pricing on the one touch, digital put options on the SPX index. To be clear, the options below are continuous observation — therefore, if at any point ... relevant strike, you will receive 100% payout. Pricing is good for $5mm payout. SPX Index Ref: 2081 lm Tenor 90% Strike Offer = 12% 95% Strike Offer = 33% 3m Tenor ... that said, please see below listed indications as of yesterday's close on listed SPX index options. Ref 2083.58 December Expiry: SPX Dec 2000 Put @ $12.20/ct. S SPX

https://www.justice.gov/epstein/files/DataSet%209/EFTA00840311.pdf

EFTA01434414Set 10

2015-11-195p734w

following up with indicative pricing on the one touch, digital put options on the SPX index. To be clear, the options below are continuous observation — therefore, if at any point ... relevant strike, you will receive 100% payout. Pricing is good for $5mm payout. SPX Index Ref: 2081 lm Tenor 90% Strike Offer = 12% 95% Strike Offer = 33% 3m Tenor ... that said, please see below listed indications as of yesterday's close on listed SPX index options. Ref 2083.58 December Expiry: B SPX Dec 2000 Put @ $12.20/ct. S SPX

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434414.pdf

EFTA02717096Set 11

2014-05-132p192w

urbanzen.us2.list- manage2.com/track/click?u=fc498178459=19fae5d27a86e&id=901edc4acf&e=d9dd62c34c" target="" style="backg=ound-color: #000000;border-top-left-radius: Spx;border-top-right-radius:=Spx;border-bottom-right-radius: Spx:border-bottom-left-radius: Spx:color ... urbanzen.us2.list- managel.com/track/click?u=fc498178459=19fae5d27a86e&id=52873697cd&e=d9dd62c34c" target="" style="backg=ound-color: #000000;border-top-left-radius: Spx;border-top-right-radius:=Spx;border-bottom-right-radius: Spx;border-bottom-left-radius: Spx;color ... style="background- colo=: #000000;border-top-left-radius: 5'3x:border-top-right-radius: Spx;border=bottom-right-radius: Spx;border- bottom-left-radius: Spx;color: ISCSCSCS:fo=t-family

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02717096.pdf

EFTA00665021Set 9

2017-09-1911p2,641w

10mm notional (spent 1.55%) on a Dec'17 Russell 2000 outperformance vs SPX option. If tax talk heats up I expect small cap catches a bid like it did back ... follow. Southern Trust Company paid $155,000 premium on $10mm notional as discussed. Initial SPX Level (SPXO) 2,506.650 Initial RTY Level (RTYO) 1,440.404 Thanks, Amanda Amanda Ens Director ... market for Small Cap vol, we like positioning for outperforrnance in Russell 2000 vs SPX. cap index. Buy the Dec-17 ATM outperformance call on RTY (Russell 2000) over SPX

https://www.justice.gov/epstein/files/DataSet%209/EFTA00665021.pdf