From: Richard Kahn • To: Jeffrey Epstein <[email protected]> Subject: Fwd: Pricing on Knock In Puts Date: Fri, 15 Feb 2019 14:04:42 +0000 Please advise Thank you Richard Kahn HBRK A iates In e Fax Cel Begin forwarded message: From: Martin Zeman • Date: February 15, 2019 at 8:58:06 AM EST To: 'Richard Kahn' Cc: Davide-A Sferrazza Oldfield Subject: RE: Pricing on Knock In Puts Hi Richard, Liam Osullivan < >, Stewart I checked with the desk and we don't quote barrier options with less than 30 day maturities. But we're good to trade vanilla options. We'd prefer to transact listed options and the two best options are either directly on SPX or we could also do those on SPY etf. Based on the distance from current levels you were looking at, and assuming last night's closing level on the SPX at 2745.73 — we would have the following strikes: SPX 2710 Puts — indicative offer is 12.90 per contract SPX 2690 Puts — indicative offer is 9.40 per contract SPX 2680 Puts — indicative offer is 8.00 per contract All of these are 28 Feb 2019 expiration. Let me know if you'd like to look at any other variations. Best, Martin t cid: image Martin Zeman EFTA01029423