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Corpus: 1990-03-17 – 2025-12-01

June 2015

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Results by Dataset917 total

Set 9

303

Set 10

547

Set 11

results for “"Vanilla"”

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EFTA01473712Set 10

2015-06-309p1,266w

Downside (3y structures) [C] EFTA01473712 Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR 100mm ... notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday, June

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473712.pdf

EFTA01473778Set 10

2015-07-0111p1,580w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 EFTA01473779 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero ... Expiry 6m SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473778.pdf

EFTA01473757Set 10

2015-07-0110p1,501w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday, June

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473757.pdf

EFTA00852840Set 9

2015-06-305p1,252w

Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR 100mm notional. 1.1220 EURU5D spot ... Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry 6m SOFL buys vanilla EUR put struck ... SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: Jeffrey E. [mailto:jeevacation@gmail.comJ Sent: Tuesday, June 30, 2015 5:40 AM To: Vahe Stepanian

https://www.justice.gov/epstein/files/DataSet%209/EFTA00852840.pdf

EFTA01473721Set 10

2015-06-309p1,219w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe EFTA01473721 From: jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473721.pdf

EFTA01473730Set 10

2015-06-309p1,269w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 EFTA01473730 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero ... Expiry 6m SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473730.pdf

EFTA00632114Set 9

2015-06-306p1,526w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero EFTA00632114 Thank you, Vahe From: Jeffrey E. [malito:jeevacationegmail.com] Sent: Tuesday

https://www.justice.gov/epstein/files/DataSet%209/EFTA00632114.pdf

EFTA01473767Set 10

2015-07-0111p1,546w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 EFTA01473768 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473767.pdf

EFTA00852861Set 9

2015-06-308p1,418w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, EFTA00852861 Va he From: Jeffrey E. [mailto:jeevacationegmail.com] Sent

https://www.justice.gov/epstein/files/DataSet%209/EFTA00852861.pdf

EFTA01473703Set 10

2015-06-309p1,230w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 EFTA01473703 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero ... Expiry 6m SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473703.pdf

EFTA01473789Set 10

2015-07-0111p1,613w

Downside (3y structures) [C] EFTA01473790 Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR 100mm ... notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday, June

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01473789.pdf

EFTA00818577Set 9

2016-09-1211p1,706w

expiry: ATM strike costs 1.45% premium (compares to - 3.3% average on the vanilla ATM put) Three-month correlation between the S&P500 and 10-Year US Treasury bond prices ... expiry: ATM strike costs 1.4% premium (compares to 3.3% average on the vanilla ATM put) EFTA00818579 Buy a worst-of option: put on XLU / call on XLE • March ... expiry: ATM strike costs 1.85% (compares to 6.1% average on the vanilla ATM) Japan weekly outbound Fixed Income Flow data shows bringing money home - a big surprise for the market

https://www.justice.gov/epstein/files/DataSet%209/EFTA00818577.pdf

EFTA01203944Set 9

2014-05-207p1,603w

Deal ; St Prici-. Sc Strategy i Leg 1 TS Description USD/INR Vanilla 20140528 More Market Data Price date 08/28/13 W15:00 Vol 0 17.555%/20.679% Asset Offshore W USDINR ... Spread 3.124% Spot Mid W 66.9215 Points Mid Style European Vanilla 2. Forward a Mid 71.7700 Direction Call/Put Expiry Client buys USD 9 months Fl Cash USD Put 05/28/14 ... Deal 1 D +—, Prici Strategy 1 Leg 1 TS Description USD/INR Vanilla 20140528 More Market Data Price date 05/20/13 15:00 Vol 8.6622/9.518% Asset Offshore PI USDINR Vol Spread

https://www.justice.gov/epstein/files/DataSet%209/EFTA01203944.pdf

EFTA01457768Set 10

2015-06-301p196w

Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing is for EUR 100mm notional. 1.1220 EURUSD spot ... Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOH. sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry 6m 5OFL buys vanilla EUR put struck ... sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: Jeffrey E. [mailto:ieevacation@amail.com] Sent: Tuesday, June 30, 2015 5:40 AM To: Vahe Stepanian

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457768.pdf

EFTA01457774Set 10

2015-06-301p224w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: Jeffrey E. [mailto:jeevacation@qmail.com] Sent: Tuesday, June

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457774.pdf

EFTA01410435Set 10

2015-06-308p1,120w

Vahe Stepanian wrote: Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. EFTA01410435 ... observation Client sells 1.2175 digital call, European observation Net premium: zero Compared this with vanilla risk reversals: For 6m structure: 1.0750 / 1.1535 vanilla reversal is zero net premium ... structure: 1.0750 / 1.1630 vanilla reversal is zero net premium Thank you, Vahe From: Daniel Sabba Sent: Monday, June 29, 2015 12:32 PM To: 'jeffrey E.' Subject: RE: Longer Dated

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01410435.pdf

EFTA01457739Set 10

2015-06-301p242w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at 1.05 SOH. sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday, June

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01457739.pdf

EFTA01376965Set 10

2015-06-301p259w

Dated EUR Downside (3y structures) [C] Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with 1.04 and 1.05 strikes on the put leg. Pricing ... 100mm notional. 1.1220 EURUSD spot ref 1) Expiry 6m SOFL buys vanilla EUR put struck at 1.04 SOFL sells vanilla EUR call struck at 1.1835 Net premium: zero 2) Expiry ... SOFL buys vanilla EUR put struck at LOS SOFL sells vanilla EUR call struck at 1.1790 Net premium: zero Thank you, Vahe From: Jeffrey E. [mailto:jeevacation@gmail.com] Sent: Tuesday, June

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01376965.pdf

EFTA00852927Set 9

2015-06-294p964w

Classification: Confidential Jeffrey — per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD spot ... observation Client sells 1.2175 digital call, European observation Net premium: zero Compared this with vanilla risk reversals: For 6m structure: 1.0750 / 1.1535 vanilla reversal is zero net premium ... structure: 1.0750 / 1.1630 vanilla reversal is zero net premium Thank you, Vahe From: Daniel Sabba Sent: Monday, June 29, 2015 12:32 PM To: 'Jeffrey E.' Subject: RE: Longer Dated

https://www.justice.gov/epstein/files/DataSet%209/EFTA00852927.pdf

EFTA00852795Set 9

2015-06-306p1,076w

Vahe Stepanian > wrote: Classification: Confidential Jeffrey— per your request, we priced vanilla risk reversals with a 1.07 strike on the put leg. Pricing is for EUR 100mm notional. 1.1250 EURUSD ... observation Client sells 1.2175 digital call, European observation Net premium: zero Compared this with vanilla risk reversals: For 6m structure: 1.0750 / 1.1535 vanilla reversal is zero net premium ... structure: 1.0750 / 1.1630 vanilla reversal is zero net premium Thank you, Vahe From: Daniel Sabba Sent: Monday, June 29, 2015 12:32 PM To: 'Jeffrey E.' Subject: RE: Longer Dated

https://www.justice.gov/epstein/files/DataSet%209/EFTA00852795.pdf