From: Vahe Stepanian To: Jeffrey Epstein <[email protected]> CC: Daniel Ariane Dwyer , Paul Morris , Richard Kahn Subject: RE: EURUSD Indicative Pricing [C] Date: Thu, 10 Mar 2016 16:48:13 +0000 Classification: Confidential Jeffrey — please find refreshed indicative levels below per Rich's request. We will provide live levels should you wish to trade. Thank you, Vahe EUR 1.13 Call and EUR 1.1083 Put Spot Ref = 1.1147 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.13 Notional: EUR 100,000,000 Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD Strike: 1.1083 Notional: EUR 100,000,000 Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Net Premium: SOFL Pays USD 0 EUR 1.12 Call and EUR 1.1165 Put Spot Ref = 1.1132 Leg 1: European Option Call SOFL sells European EUR Call on EUR/USD Strike: 1.12 Notional: EUR 100,000,000 Expiry: Mon 12-Sep-2016 (6m) Settlement: Wed 14-Sep-2016 Leg 2: European Option Put SOFL buys European EUR Put on EUR/USD EFTA00643692