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From: Barrett, Paul S < Sent: Wednesday, May 9, 2012 7:12 PM To: Jeffrey Epstein Cc: Giuffrida, David J; Ens, Amanda Subject: RE: Oil Pricing Bullish Brent risk reversals September 2012 contract (13Aug2012 expiry) 111.50 reference Version 1 (you already have this position) 1) client buys 140 call 2) client sells 100 put Net premium: client receives $1.65/bbl Version 2 1) client buys 128 call 2) client sells 95 put Net premium: $0 Paul Barrett, CFA Managing Director Global Investment Opportunities Group JPMorgan Private Bank 320 Park Avenue, 14th Floor, New York, NY 10022 EFTA_R1_01376654 EFTA02372561
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