EFTA01965054.pdf

To: Jeffrey EpsteinUeevacationagmail.com) From: Laurie Cameron Sent Wed 7/31/201310:27:29 PM Subject recap 31 Jul 2013 Today there was one position added LONG Plain vanilla .78 NZD put/USD Call Notl NZD 5m exp 26 Aug 2013 premium paid .785% of USD = $30,515 Including this new position, the net revaluation of option premiums = ($21,685) according to JPM end of day prices. Short Currency Calls / USD Puts - 6m AUD .1Om 94 Call rki 96, ko .88 - Net p/1 +$47,470 at .8980 NZD tom 82 Call rki 8450, ko 7680 -6,560 at 7985 JPY $5m 95 $put rki 94 ko 101 -6,25o at 97.86 CAD $iom 1.O2 $put rki 10050 ko 1 0550 -2%mo at 1.0270 Long Curr Puts - im NZD 5m .78 -$4,485 Long Curr calls - 3m NZD 5m .8o ko 84 -$31,800 This morning ADP reported private payrolls of Zook added in July which raised the market's expectation of Friday's non-farm payroll number to approx zook. US GDP for Q2 came out at an annualized 1.7% (but the previous quarter was revised down so the net effect was flat) FOMC did change their unemployment target to 6.5% today and said that "inflation persistently below its 2 percent objective could pose risks to economic performance." This caused a complete panic and the bonds rallied and the USD sold off. The FED came out late in the day stating that they did EFTA_R1_00442259 EFTA01965054 not expect persistently low inflation which helped calm the USD sellers in the market after 5pm. Tomorrow I will send a more concise recap with just the p/1 number. thank you Laurie EFTA_R1_00442260 EFTA01965055