EFTA00604413Dataset 9
2018-01-309p3,096w
…17 January 18 Puts on FXE US 2,600 112.00 1/1912018 $0.9000 $0.9750 $253,500 S 29.120.000 $19,500 10,25,17 December 17 Puts on AMD L (300) 13.00 12/15/2017 $0.8200 $2.3100 469,300 S (390.000) -$44,700 Total Southern Financial LLC - Equity Options (DB) $577,980 $241,840 Trade Date Asset Description Contracts Strike Expiry Initial Prem Last Price Value Notional GairvLoss 10,2,17 December…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00604413.pdf
EFTA01594878Dataset 10
3p879w
…CONFIRMED, RETURN -RECEIPT REQUESTED MAIL, AND THAT DELIVERY SHALL BE PRESUMED IF SUCH SERVICE IS MAILED TO THE ADDRESS MAINTAINED BY 1.P. MORGAN IN ITS RECORDS. 3.P. Morgan Use Only Title Page 1. of 2 Banker/Investor SPN CAS 6/13 US1074 Over The Counter Derivatives Approval Form for Equity Options and Structured Products JR Morgan B. ARBITRATION; CONSENT TO JURISDICTION; SERVICE DP PROCESS (cont.) I AGREE THAT THE TERMS OF ANY SETTLEMENT, OR ANY AWARD DETERMINED BY…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01594878.pdf
EFTA01445154Dataset 10
10p2,732w
…I understand that if I am assigned, the assignment will be processed as a sale (in the case of a call) or a purchase (in the case of a put), settling two business days from the date of assignment (except for non-equity options, which settle for cash on the day of assignment) and that I am obligated to deliver the underlying stock or required cash to DBSI no later than settlement date. 4. I understand that margin requirements exist…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01445154.pdf
EFTA00648579Dataset 9
2017-05-154p1,900w
Subject: Eagle's View Capital Management, LLC- April 2017 Performance Update...
From: Neal BergerTo: [email protected]
…May 4 commentary released by JP Morgan, selling of volatility is one of the key parts of risk premia/smart beta programs. According to the JP Morgan estimate, approximately 20% of risk premia strategies are allocated to selling volatility across asset classes (and about half of volatility selling is via Equity options). Selling of volatility is a yield generating strategy that can be benchmarked against bond yields. Increased supply of options also suppresses realized market volatility through hedging activity. Indirectly…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00648579.pdf
EFTA00620125Dataset 9
2016-04-272p1,410w
Equity Options: AAPL Cash-Secured Put Catalyst When should investors consider a cash-secured On April 26, Apple, Inc. (AAPL, B17, $120) announced that 2Q put strategy? sales were down 13% ending its streak of 51 consecutive Investors can use a cash-secured put strategy to achieve two quarters of sales growth. Despite this down quarter, BAML investment objectives: Research analyst Wamsi Mohan reiterated his Buy rating on the stock based on a strong capital return program , Android switch 1…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00620125.pdf
EFTA01583236Dataset 10
1p234w
J.P. Morgan Over The Counter Derivatives Approval Form for Equity Options and Structured Products B. ARBITRATION; CONSENT TO 3URISOICTION; SERVICE OF PROCESS (cont.) SHALL BE • I AGREE THAT THE TERMS OF ANY SETTLEMENT, OR ANY AWARD DETERMINED BY ARBITRATION, CONFIDENT/AL AND SHALL NOT BE DISCLOSED BY X.MS OR ANY OTHER J,P. MORGAN AFFILIATE UNDER ANY CIRCUMSTANCES, UNLESS REQUIRED BY APPLICABLE LAW, JUDICIAL PROCEEDING OR SRO RULE. C. Pre-Dispute Arbitration and Acknowledgement level as indicated above…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01583236.pdf
EFTA01454869Dataset 10
1p391w
Subject: KCP Capita Markets Trade Idea - Extreme demand for S&P Put options
From: Nav Gupta
…demand for S&P Put options presents very interesting trades Intended for Non-Advisory Clients since the Malaysian airline disaster and rising tensions with Russia, the put skew on S&P equity options has richened. Investors bought equity puts for protection and dealers who were already short the put skew had to short cover. Result - the skew has widened to levels where calls appear really quite inexpensive to puts. Trade 1 3mth Expiry, strikes 5% either side of the forward…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01454869.pdf
EFTA02711200Dataset 11
2014-08-317p1,746w
…7/31/14 8/31/14 $ Asset Value Value Change Cash 147,030,342 163,437,340 16,406,998 Fixed Income 63,290,970 58,946,877 (4,344,093) Equities 27,739,697 28,132,657 392,960 Equity Options 1,865,000 1,861,000 (4,000) Equity ETF's 2,998,200 2,992,800 (5,400) FX - Options & Derivatives 131,233 549,519 418,286 Currency 390,462 384,391 (6,071) Hedge Funds …
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02711200.pdf
EFTA01092073Dataset 9
2009-01-263p827w
…Options Exchange CEO William Brodsky says. "Knock on wood, I haven't heard of a problem." Options Clearing Corp., the Chicago-based clearinghouse for U.S. equity options, handled a record $1.9 trillion in premiums last year. The surge in stock-options trading EFTA01092073 also lifted Chicago options firms like online broker Thinkorswim Inc. Founded by a former CBOE floor trader, Thinkorswim agreed this month to be bought by TD Ameritrade for $606 million, 50% more than its market…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01092073.pdf
EFTA01118143Dataset 9
2014-10-317p1,691w
…2014 9/30/14 10/31/14 $ Asset Value Value Change Cash 144,227,202 233,514,622 89,287,420 Fixed Income 57,864,373 57,800,676 (63,697) Equities 43,011,160 44,109,757 1,098,597 Equity Options 1,542,000 0 (1,542,000) Equity ETF's 3,139,200 3,229,200 90,000 FX - Options & Derivatives 262,918 398,286 135,368 Currency 368,632 0 (368,632) Hedge Funds 105…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01118143.pdf
EFTA01204597Dataset 9
2014-07-317p1,666w
…6/30/14 7/31/14 $ Asset Value Value Change Cash 126,202,314 147,030,342 20,828,028 Fixed Income 64,856,286 63,290,970 (1,565,316) Equities 28,284,986 27,739,697 (545,289) Equity Options 2,285,000 1,865,000 (420,000) Equity ETF's 2,961,600 2,998,200 36,600 FX - Options & Derivatives 347,265 131,233 (216,032) Currency 399,538 390,462 (9,076) Hedge Funds …
https://www.justice.gov/epstein/files/DataSet%209/EFTA01204597.pdf
EFTA01194336Dataset 9
2014-08-317p1,680w
…7/31/14 8/31/14 $ Asset Value Value Change Cash 147,030,342 163,437,340 16,406,998 Fixed Income 63,290,970 58,946,877 (4,344,093) Equities 27,739,697 28,132,657 392,960 Equity Options 1,865,000 1,861,000 (4,000) Equity ETF's 2,998,200 2,992,800 (5,400) FX - Options & Derivatives 131,233 549,519 418,286 Currency 390,462 384,391 (6,071) Hedge Funds …
https://www.justice.gov/epstein/files/DataSet%209/EFTA01194336.pdf