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From: Barrett, Paul S < Sent: Monday, Decem er , : To: Jeffrey Epstein Cc: Giuffrida, David Subject: Oil Options =OA =effrey We pr=ced up some oil options: WTI oil exotic risk reversal Decem=er 2012 contract (expires 13Nov2012) 97.25 reference rate =OD 1) client buys 120 strike call =ption 2) =lient sells 86 strike put with continuous reverse knock-in @ 51.00<=o:p> Net cost: cashl=ss &=bsp; Cli=nt buys WTI oil call option December 2012 contract (ex=ires 13Nov2012) 97.25 reference rate Paul Paul Barrett,=CFA 1 EFTA_R1_01376645 EFTA02372557
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