EFTA00939820.pdf
dataset_9 pdf 63.0 KB • Feb 3, 2026 • 2 pages
From: Jeffrey Epstein <jeevacation@gmail.com>
To: "Barrett, Paul S"
Subject: Re: Oil pricing
Date: Tue, 10 Jul 2012 15:45:01 +0000
do 100.,000 of each dec jan and mar 119 calls.
On Tue, Jul 10, 2012 at l I :20 AM, Barrett, Paul S > wrote:
Cashless
Call strike x Put strike
Contract Reference rate 25-35 delta 40-50 delta 55-65 delta
Dec12 (expiring 97.60 119.50 x 80.00 113.50 x 84.00 108.00 x 88.50
12Nov12)
Jan13 (expiring 97.50 119.00 x 79.50 113.50 x 84.00 108.00 x 88.50
11Dec12)
Mar13 (expiring 97.25 118.50 x 79.00 113.00 x 83.50 108.00 x 88.50
8Feb13)
Paul Barrett, CFA
Managing Director
Global Investment Opportunities Group
JPMorgan Private Bank
320 Park Avenue, 14th Floor, New York, NY 10022
(W) (F)
NMLS IDU 853441
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EFTA00939820
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EFTA00939821
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