EFTA02643267.pdf

From: Paul Barrett < Sent: Wednesday, July 19, 2017 2:39 PM To: Jeffrey Epstein Cc: Richard Kahn Subject: Euro Jeffrey Tried calling. We can buy euro calls through Merrill on the ETF. It's not ideal but all we h=ve for now. Vol is around 7pct which is a decent level. I would start by buying 3 month 1.1700 equivalent calls on the FXE which tra=ks the EURO. Spend $100,000 to start. Controls around 10mm notional. AND: Then put on a 1.1250 x 1.1750 risk reversal on 5mm (buy the 1.1750 calls and=sell the 1.1250 puts) Solve to make it cashless. Paul Paul Barrett =?xml version=.0" encoding=TF-8"?> <!DOCTYPE plist PUBLIC "-//Apple//DTD PLIST 1.0//EN" "http://www.apple.com/DTDs/PropertyUst-1.0.dtd"> <plist version=.0"> alict> <key>conversation-id</key> <integer>37679</integer> <key>date-last-viewed</key> <integer>0</integer> <key>date-received</key> <integer>1500475154</integer> <key>flags</key> <integer>8590195717</integer> <key>gmail-label-ids</key> <array> <integer>6</integer> <integer>2</integer> </array> <key>remote-id</key> <string>732150</string> </dict> </plist> EFTA_R1_01878358 EFTA02643267