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To: Barrett. Paul S From: Jeffrey Epstein Sent: Tue 2/5/2013 8:50:08 PM Subject: Re: try april or may? On Tuc, Feb 5, 2013 at 4:35 PM, Barrett, Paul S OK I did send some last week (see below). Are these strikes wide enough? Jeffrey wrote: These strikes are fairly wide — roughly $20 wide either side of spot. We had traded prior options based on 100,000 bbls per maturity. Buy call / sell put / cashless Contract Option Expiry Reference Rate Put strike Call Strike July13 10Jun2013 113.50 94.00 133.50 Aug13 11.1u12013 112.75 92.00 133.50 Sep13 12Aug2013 112.00 90.00 133.50 Paul Barrett I Managing Director I Global Investment Opportunities Group 13.P. Morgan Private Bank EFTA_R1_00341665 EFTA01907594
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