James 5" Subject: RE: Swaption Indications <=div> Rich </_> <=p> From: Richard Kahn <r Sent: Monday, July 11, 2016 2:00 PM To: Jeffrey Epstein Subject: Fwd: Swaption Indications Richard Kahn HBRK Associat=s Inc. 575 Lexington Avenue, 4th Floor New York, NY 100=2 Begin forwarded message: From: "Weitzman, Maria P - NEW YORK NY" <=>Date: July 8, 2016 at 2:20:15 PM EDT To: Richard Kahn =b>Cc: "Darrah, John W - NEW YORK NY" Ilard, "Graff, Guido M - N=W YORK NY" "Minsky, Julie" M> Modeling those scenarios w=uld be difficult as there are many variables and underlying assumptions tha= would need to be considered such as volatility and skew. As such, th= trading desk is not comfortable analyzing beyond one year. I am working with the traders to provide something t= you as soon as possible, but it will likely be early next week. <=p> Best,</=> <=p> Maria</=> <=p> Maria Betzios Weitzman Director EFTA_R1_01561389 EFTA02457528