Epstein Files Search

EFTA01416150Set 10

2017-12-068p1,174w

Thanks. ly USDZAR-EURZAR Corrswap in USD Payout — two-way is 82.5 / 88.5 ly USDMXN-EURMXN Corrswap in USD Payout — two-way is 78 / 83.5 From: Xavier Avila Sent: Tuesday ... implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... currencies with more interest. Talk soon. Thanks Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied correlations

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01416150.pdf

EFTA01434591Set 10

2017-12-079p1,375w

Thanks. ly USDZAR-EURZAR Corrswap in USD Payout — two-way is 82.5 / 88.5 ly USDMXN-EURMXN Corrswap in USD Payout — two-way is 78 / 83.5 From: Xavier Avila Sent: Tuesday ... implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... currencies with more interest. Talk soon. Thanks EFTA01434594 Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434591.pdf

EFTA01436019Set 10

2017-12-016p894w

implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... currencies with more interest. Talk soon. Thanks Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied correlations ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSD vols Graph

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01436019.pdf

EFTA01371252Set 10

1p391w

implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... Thanks DB FX Trade Idea FuRmyN-usry,ixt9 nRn Trade Idea • Sell ly EURMXN-USDMXN correlation swap at 77% • Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale • EURMXN-USDMXN ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: KIRMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSO vols IDON

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01371252.pdf

EFTA01435685Set 10

2017-12-058p1,142w

implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... currencies with more interest. Talk soon. Thanks EFTA01435686 Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EURMXN-USDMXN implied ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSD vols EFTA01435687 Graph

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01435685.pdf

EFTA01434448Set 10

2017-12-057p1,095w

implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... currencies with more interest. Talk soon. Thanks Trade Idea Sell ly EURMXN-USDMXN correlation swap at 77% Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale EFTA01434449 EURMXN-USDMXN implied ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSD vols Graph

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01434448.pdf

EFTA01387014Set 10

1p392w

implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... Thanks DB FX Trade Idea FuRmyN-usry,ixt9 nRn Trade Idea • Sell ly EURMXN-USDMXN correlation swap at 77% • Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale • EURMXN-USDMXN

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387014.pdf

EFTA01387067Set 10

2017-12-011p237w

implied and reaslied correlation. See also below the same idea but in EURMXN-USDMXN, the strike is a bit lower but Vimal wanted to point out that the historical realized ... currencies with more interest. Talk soon. Thanks DB FX Trade Idea EURMXN-USDMXN Correlation Swap Trade Idea • Sell ly EURMXN-USDMXN correlation swap at 77% CONFIDENTIAL - PURSUANT

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387067.pdf

EFTA00817167Set 9

2016-09-262p240w

From: "Ens, Amanda" To: ' , "Jeffrey E." <jeevacation(k,gmail.com> Subject: USDMXN trade ahead of debate Date: Mon, 26 Sep 2016 16:07:09 +0000 Attachments: Tnunps_effect_on_MXN.pdf Inline-Images: image001.png; image002.jpg ... Capistran's analysis suggest that the Peso should be trading at 16.50. Indicatively, buy USDMXN 6-month 19.038 put funded with USDMXN 6-month 22.000 call for net zero premium

https://www.justice.gov/epstein/files/DataSet%209/EFTA00817167.pdf

EFTA01387068Set 10

2017-11-281p356w

Sell 2y EURMXN-USDMXN correlation swap at 77% Rationale • EURMXN-USDMXN implied correlations are close to the highest levels since 2007 (see graph 1) • This has been driven ... event of rising Italian election and Catalonia independence concerns Graphs Graph 1: EURMXN-USDMXN implied correlation at highs Graph 2: MXN vols elevated compared to EURUSO vols

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387068.pdf

EFTA01462284Set 10

2015-01-051p269w

historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied ... strike is about 14% away from spot while put is about 1% away, for USDMXN the call strike would be approximately 8% away while put strike would be 3% away

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462284.pdf

EFTA01461140Set 10

2013-10-231p276w

excited to get to work. Per our discussion: (1) Enter USDMXN -Deposit Plus" (consider a 1mo with a 13.20 strike, —6%. Indicative levels below) (2) USDJPY risk reversal ... read the NYT article on yeast engineering! Updated at 9:23:15 CCY pair USDMXN Deposit CCY USD Spot rate 12.9369 Zone cut BA (New York) Yield Tenorfixo1 QUM igna

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01461140.pdf

EFTA01472080Set 10

2015-02-032p282w

0FggF773DFF1005D8f9e8a93df9386909@db.coml{cid:- 5 =OFBBF773DFF1005D8f9e8a93df9386909@db.com} Spot ref: USDBRL: 2.6991 USDCOP: 2373.07 EFTA01472080 USDCLP: 626.75 USDMXN: 14.7622 USDPEN: 3.0595 ATMF ly USD calls — Indications: USDBRL, premium: 6.45% (strike = 2.992), mid=5.95% USDCOP ... premium : 5.53% (strike = 2449.42), mid=5.03% USDCLP, premium: 4.50% (strike = 645.4), mid=4.10% USDMXN, premium: 5.00% (strike = 15.1057), mid=4.60% USDPEN, premium: 3.00% (strike = 3.1979), mid=2.50% Looking forward

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472080.pdf

EFTA01462286Set 10

2014-11-021p187w

historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied ... strike is about 14% away from spot while put is about 1% away, for USDMXN the call strike would be approximately 8% away while put strike would be 3% away

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462286.pdf

EFTA01200026Set 9

2015-01-052p413w

historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied ... strike is about 14% away from spot while put is about 1% away, for USDMXN the call strike would be approximately 8% away while put strike would be 3% away

https://www.justice.gov/epstein/files/DataSet%209/EFTA01200026.pdf

EFTA01197918Set 9

2015-01-052p336w

historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied ... strike is about 14% away from spot while put is about 1% away. for USDMXN the call strike would be approximately 8% away while put strike would be 3% away

https://www.justice.gov/epstein/files/DataSet%209/EFTA01197918.pdf

EFTA01200028Set 9

2015-01-053p487w

historical price chart below) • Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK • Premium neutral bullish risk reversals on commodity currencies can take advantage of implied ... strike is about 14% away from spot while put is about 1% away, for USDMXN the call strike would be approximately 8% away while put strike would be 3% away

https://www.justice.gov/epstein/files/DataSet%209/EFTA01200028.pdf

EFTA01459711Set 10

2016-01-121p564w

higher, but implied ■ USDTRY volatility is not reflecting this at all. Figure 3 illustrates ■ USDMXN that EUR/EM and USD/EM 6-month implied volatility is ■ USDINR priced roughly equal for much ... volatility relative to USD-cross volatility is too low. As a result, while USDTRY, USDMXN and USDINR exhibit typically positive volatility risk premiums, EURTRY, EURMXN and EURINR volatility premiums

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01459711.pdf

EFTA02390638Set 11

2017-08-016p2,631w

strong registering the 26th consecutive week of =nflows (i) &nb=p; Long 3-month USDMXN 17.50 put, short 18.81 =all a/ Zero cost &nb=p; 1-year USDTRY ... a/0.13% USD notional Vanilla offered at =.06% &nb=p; = Ref: USDMXN 17.77, =SDTRY 3.5225 Other Option =deas* (i) &nb=p; Long CNH vs. SGD Idea from our Asian HE =ales

https://www.justice.gov/epstein/files/DataSet%2011/EFTA02390638.pdf

EFTA01462289Set 10

1p168w

historical price chart below) Affected commodity linked currency pairs include AUDUSD, USDBRL, USDCAD, USDMXN, and USDNOK Premium neutral bullish risk reversals on commodity currencies can take advantage of implied ... strike is about 14% away from spot while put is about 1% away, for USDMXN the call strike would be approximately 8% away while put strike would be 3% away

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01462289.pdf