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Corpus: 1990-03-17 – 2025-12-01
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EFTA02409612
Dataset 11
2010-11-22
1p
117w
Subject:
SPX
From:
Paul S Barrett
To:
epstein, Jeffrey (
[email protected]
, Jeffrey (
[email protected]
)]:
…Jeffrey (
[email protected]
, Jeffrey (
[email protected]
)]:
[email protected]
[jeeyacation mail.com Cc: David J Giuffridafdavid.i. Michael A Taormina From: Paul S Barrett Sent: Mon 11/22/2010 2:02:18 PM Subject:
SPX
Jeffrey We had the short SP500 1170 call option exercise against us on Friday (this was sold against the SP500 Market Plus Note). So we are short the SP from 1170. Net of premium we are around breakeven (at current SP500 futures exactly…
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02409612.pdf
EFTA01785030
Dataset 10
2016-11-15
2p
365w
Subject:
SPX
put contingent on higher rates
From:
Ens, Amanda <
To:
jeffrey E.; Richard Kahn
…November 15, 2016 2:44 PM To: jeffrey E.; Richard Kahn Subject:
SPX
put contingent on higher rates Navigating post-Trump volatility • We are recording unprecedented divergences in falling equity vol with rising rates vol post Trump's win. Intra-day S&P realized vol collapsed from near 60% to below 20% in 2d [Chart 1] • While equities have shown less conviction over what a Trump win means (given strong sector rotation}, the bond market has sold off with one…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01785030.pdf
EFTA01206613
Dataset 9
2014-11-18
2p
328w
Subject:
Long-dated
SPX
Options [C]
From:
Daniel Sabba <IMn
To:
jeevacation@gmaiLcom
…95% Legend Mee 1124 17 55 1010 2305 25.91 34.29 Sr..
SPX
3%SMMaiy ATM-Sake Innlie0Vobtity PlC) 17.07 020 1818 1824 2131 2423 3210 — 32 snx3e1a4lauty I l0%- f%lmpied Vellelfr 0.%5) 1574 8W 1501 1705 10.76 2250 31.61 53
SPX
34M-Ma rriy 120%.Segie Indeed ValaellyRRS) Source: DB eDerivatives Bost regards. Daniel Daniel Sabba Key Client Partners Deutsche Bank Securities Inc. Tel. Mob Email EFTA01206613 This communication may contain confidential and…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01206613.pdf
EFTA00631668
Dataset 9
2017-06-20
4p
757w
Subject:
The Fed is Short Strangles - Buy
SPX
Knock-Out Puts + hedge tech and oil
From:
"Ens, Amanda" <
To:
"Jeffrey E." <
[email protected]
>, Richard Kahn
…Rothberg, Justin D" Subject: The Fed is Short Strangles - Buy
SPX
Knock-Out Puts + hedge tech and oil Date: Tue, 20 Jun 2017 14:35:16 +0000 Attachments: GEV1_6.20.2017.pdf I nline-I mages: image004jpg01D2E9A3AAB2EEC0.jpg; image005png0lD2E9A3AAB2EEC0.png; image006jpg01D2E9A3AAB2EEC0.jpg; image007png0ID2E9A3AAB2EEC0.png Let's call a spade a spade. Any attempt (by me, or anyone) to make a case for buying protection in this market constantly seems to be thwarted by a 1%
SPX
rally immediately following..…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00631668.pdf
EFTA01794240
Dataset 10
2010-11-22
2p
156w
Subject:
Re:
SPX
From:
Jeevacation <
[email protected]
>
To:
Paul S Barrett
From: Jeevacation <
[email protected]
> Sent: Monday, November 22, 2010 2:28 PM To: Paul S Barrett Subject: Re:
SPX
Ok Sorry for all the typos .Sent=from my iPhone On Nov 22, 2010, at 10:02 AM, Paul S Barrett > wrote: Jeffrey <= class="MsoNormal">We had the short SP500 1170 call option ex=rcise against us on Friday (this was sold against the SP500 Market Plus Not=). So we are short the SP from 1170. Net of premium we…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01794240.pdf
EFTA01407495
Dataset 10
2015-04-13
4p
645w
Subject:
RE: Portfolio Protection Idea -
SPX
Puts Contingent on lOy USD Swap
From:
Stewart Oldfield
To:
Paul Morris ‹ >
Subject: RE: Portfolio Protection Idea -
SPX
Puts Contingent on lOy USD Swap Rates [C] From: Stewart Oldfield Date: Mon, 13 Apr 2015 16:19:11 -0400 To: Paul Morris ‹ > Classification: Confidential I'm generally a fan of hybrid puts for clients who think rates will rise. These are usually held to maturity, but structuring as a spread rather than an outright put makes any early unwind even more complicated than usual for a hybrid. From: Paul Morris Sent: Monday…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01407495.pdf
EFTA01433332
Dataset 10
2015-04-13
3p
574w
Subject:
FW: Portfolio Protection Idea -
SPX
Puts Contingent on lOy USD Swap
From:
Paul Morris ‹ >
To:
Stewart Oldfield ‹ >
…FW: Portfolio Protection Idea -
SPX
Puts Contingent on lOy USD Swap Rates [C] From: Paul Morris ‹ > Date: Mon, 13 Apr 2015 16:06:34 -0400 To: Stewart Oldfield ‹ > Classification: Confidential What do u think? Paul Morris Managing Director Deutsche Bank Private Bank Office: Cell: From: Daniel Sabba Sent: Monday, April 13, 2015 3:58 PM To: jeffrey E. Cc: Vahe Stepanian; Ariane Dwyer; Paul Morris; Richard Kahn Subject: Portfolio Protection Idea -
SPX
Puts Contingent on lOy USD Swap…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01433332.pdf
EFTA01363471
Dataset 10
2015-04-13
1p
460w
Subject:
RE: Portfolio Protection Idea -
SPX
Puts Contingent on 10y USD Swap Rates (CI
From:
Stewart Oldfield
To:
Paul Morris I
…Protection Idea -
SPX
Puts Contingent on 10y USD Swap Rates (CI Classification: Confidential I'm generally a fan of hybrid puts for clients who think rates will rise. These are usually held to maturity, but structuring as a spread rather than an outright put makes any early unwind even more complicated than usual for a hybrid. From: Paul Morris Sent: Monday, April 13, 2015 4:07 PM To: Stewart Oldfield Subject: FW: Portfolio Protection Idea -
SPX
Puts Contingent on l0y…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01363471.pdf
EFTA01385907
Dataset 10
2015-04-13
1p
396w
Subject:
FW: Portfolio Protection Idea -
SPX
Puts Contingent on 10y USD Swap Rates (C]
From:
Paul . 1s ]
To:
Stewart 0ldfield I
…0ldfield I Subject: FW: Portfolio Protection Idea -
SPX
Puts Contingent on 10y USD Swap Rates (C] Attachments: US Fixed Income Weekly 3.27.15.pdf Classification: Confidential What do u think? Paul Morris Managing Director Deutsche Bank Private Bank Office: Cell: From: Daniel Sabba Sent: Monday, April 13, 2015 3:58 PM To: jeffrey E. Cc: Vahe Stepanian; Ariane Dwyer; Paul Morris; Richard Kahn Subject: Portfolio Protection Idea -
SPX
Puts Contingent on 10y USD Swap Rates [C] Classification: Confidential Jeffrey —…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01385907.pdf
EFTA02377374
Dataset 11
2017-04-20
3p
463w
Subject:
Buy cheap downside:
SPX
puts contingent on rates
From:
Ens, Amanda
To:
jeffrey E.; Richard Kahn
…in - 40bps — 2.16% now. It would take only a quick string of better data (and the bar is low!) for 10yr rates to sell off a bit (higher in yield) 2.
SPX
has been resilient during this period: down only 2% from all-time high in early March but this iron-clad performance should be hedged Catalysts: Over the coming weeks and months,
SPX
faces several headwinds — geopolitical risks (French elections, Syria, North Korea), domestic policy uncertainty (tax reform…
https://www.justice.gov/epstein/files/DataSet%2011/EFTA02377374.pdf
EFTA01202404
Dataset 9
2015-04-13
2p
741w
Subject:
Portfolio Protection Idea -
SPX
Puts Contingent on l0y USD Swap Rates [C]
From:
Daniel Sabba
To:
"Jeffrey E." <
[email protected]
>
…32% 1.0% 33.95% 24.14% 16.76% 9.86% 5.23% 2.67% 1.55% 1 01% 0 70% 0.48% The table shows the option prices for corresponding changes in the equity and rates level immediately after buying the option. For example if the
SPX
drops by 20% and the 10y USD CMS rate increases by 50bps immediately after the trade, the option value would move from 1.00% to 7.19%. Source: Deutsche Bank Hybrid Desk…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01202404.pdf
EFTA01006351
Dataset 9
2018-07-25
4p
633w
Subject:
Re: Trade recap:
SPX
over RTY outperfonnance option - Southern Trust Company
From:
"Jeffrey E." <jeevacationggmail.com>
To:
Richard Kahn
From: "Jeffrey E." <jeevacationggmail.com> To: Richard Kahn Subject: Re: Trade recap:
SPX
over RTY outperfonnance option - Southern Trust Company Date: Wed, 25 Jul 2018 14:58:00 +0000 Inline-Images: image002.jpg; image001.jpg Yes On Wed, Jul 25, 2018 at 3:56 PM Richard Kahn < > wrote: did you approve taking off this trade as i see paul sold for 13Ik not the 150k he mentioned in email to you.. please advise thank you Richard Kahn HBRK…
https://www.justice.gov/epstein/files/DataSet%209/EFTA01006351.pdf
EFTA01437586
Dataset 10
2018-11-15
4p
777w
Subject:
FW: [/] Equity Derivs: FXI can outperform
SPX
coming out of the G20
From:
Nadean Novogratz
To:
Paul Barrett
…Equity Derivs: FXI can outperform
SPX
coming out of the G20 From: Nadean Novogratz Date: Thu, 15 Nov 2018 10:59:29 -0500 To: Paul Barrett Cc: Martin Zeman < Stewart Oldfield Alan Brody Hi Paul, Interesting FXI upside trade out to February below. Is international underlyings interesting to you? Kind regards, Nadean From: Karthik Nagalingam [mailto Sent: Thursday, November 15, 2018 10:33 AM To: Karthik Nagalingam Subject: [/] Equity Derivs: FXI can outperform
SPX
coming out of the G20…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01437586.pdf
EFTA01472059
Dataset 10
2015-01-30
6p
752w
Subject:
RE: Trade Recap - 01.30.2015 - Call options on dispersion -
SPX
,
From:
Vahe Stepanian ‹ >
To:
jeffrey E. <jeevacation@ mail.com>
Subject: RE: Trade Recap - 01.30.2015 - Call options on dispersion -
SPX
, EEM, SXSE, HSCEI, NKY [C] From: Vahe Stepanian ‹ > Date: Fri, 30 Jan 2015 18:13:55 -0500 To: jeffrey E. <jeevacation@ mail.com> Cc: Richard Kahn Paul Morris Daniel Sabba Classification: Confidential Jeffrey- please find attached final termsheet for the dispersion trade. Note that the premium settlement date is Feb. 4th, 2015 instead of Feb. 3 as noted below. Have a great weekend. Thank you, Vahe From…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01472059.pdf
EFTA01388529
Dataset 10
2018-11-15
1p
414w
Subject:
FW: I/I Equity Derivs: FXI can outperform
SPX
coming out of the G20
From:
Nadean Novogratz
To:
Paul Barrett
…outperform
SPX
coming out of the G20 Hi Paul, Interesting FXI upside trade out to February below. Is international underlyings interesting to you? Kind regards, Nadean From: Karthik Nagalingam [mailto Sent: Thursday, November 15, 2018 10:33 AM To: Karthik Nagalingam Subject: [/] Equity Derivs: FXI can outperform
SPX
coming out of the G20 Classification: Public Deutsche Equity Derivatives Can China Rip after 620? Even with Brexit negotiations going back and forth, oil trading like it is 2016, and the
SPX
…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01388529.pdf
EFTA00631131
Dataset 9
2015-01-30
4p
761w
Subject:
RE: Trade Recap - 01.30.2015 - Call options on dispersion -
SPX
, EEM, SXSE, HSCEI,
From:
Vahe Stepanian
To:
"jeffrey E." <
[email protected]
>
From: Vahe Stepanian To: "jeffrey E." <
[email protected]
> CC: Richard rK , Paul Morris < >, Daniel Sabba Subject: RE: Trade Recap - 01.30.2015 - Call options on dispersion -
SPX
, EEM, SXSE, HSCEI, NKY [C] Date: Fri, 30 Jan 2015 23:13:55 +0000 Attachments: Global_Basket_Vanilla_Dispersion_Termsheet_-_SF_-_01_30_2015.pdf Inline-Images: image002.png; image003.png; image004.png; image005.png; image006.jpg Classification: Confidential Jeffrey- please find attached final termsheet for the dispersion trade. Note…
https://www.justice.gov/epstein/files/DataSet%209/EFTA00631131.pdf
EFTA01387061
Dataset 10
2018-07-17
1p
573w
Subject:
I/I DB Derivs: Stock Replace Winners ahead of Earnings
From:
Martin Zeman
To:
'Paul Barrett
… The initial move on
SPX
and NDX constituents earnings last quarter were mostly negative, even on beats, before retracing the move higher over the following week or so; misses were hit harder, but also recovered (albeit less). • Average 1day earning move of beats = -0.11% and the average 1week move -0.01%, but the 1M return was 2.5%: roughly in-line with the
SPX
return over the period of 2.4% • Average 1 day earning move of beats…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01387061.pdf
EFTA01461027
Dataset 10
1p
494w
SPX
T 391/.01 1916.53 / 1917.66 At 10:28 0 1925.63 H 1936.98 L 1915.30 Prey 1928.21
SPX
Index 6) Actions - 97) Expiry - Option Monitor: Option Monitor 91; News (CN) S&P 500 INDEX 11917.01 . .2c) 1916.53 / 1917.66 Hi 1936.98 Lo 1915.30 Volm HV 13.51 ■ Caic Mode Center Strikes Exch US Com pc:, re II 52) Earnings Catendar(ACDR) st, Ticker Bid Ask Last IVM DM Volm…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01461027.pdf
EFTA01365005
Dataset 10
2013-12-03
1p
592w
3 December 2013 US Derivatives Spotlight The low forward combined with depressed long-dated implied volatility has resulted in the most attractive pricing on long-dated call options in many years. As an example of how marked this difference can be, if we compare prices of 6O-month maturity
SPX
ATMS calls on 30-Jun-03 and 11-Oct-13. two periods with the same implied volatilities but very different forwards, the difference in premium is -4.5% (19.1…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01365005.pdf
EFTA01364939
Dataset 10
2013-12-03
1p
529w
…2013 US Derivatives Spotlight The Compelling Case for Long-Dated
SPX
Calls The current combination of low volatility levels and embedded protection makes longer-dated call strategies attractive to position for further equity appreciation. With call premia near decade-long lows, upside options offer benefits compared to long equity positions or can be used to safely enhance core cash equity holdings. In this note we examine the pricing drivers of
SPX
18- to 36-month expiry call options and compare…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01364939.pdf
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