Epstein Files Search

EFTA01206613Dataset 9

2014-11-182p328w

Subject: Long-dated SPX Options [C]

From: Daniel Sabba <IMnTo: jeevacation@gmaiLcom

…Morris , Stewart Oldfield <a>, , Vahe Stepanian Subject: Long-dated SPX Options [C] Date: Tue, 18 Nov 2014 17:10:08 +0000 Attachments: 2013-12-03_US_Derivatives_Spotlight_-_The_Compelling_Casejor_Long-Dated_SPX_Calls.pdf Inline-Images: unnamed Classification: Confidential Jeffrey, Per our conversation, we wanted to send more details on long dated SPX Options. The piece attached is a review by our research team on the value proposition we discussed - long dated options being structurally cheap. Currently, long…

https://www.justice.gov/epstein/files/DataSet%209/EFTA01206613.pdf

EFTA01362029Dataset 10

2015-09-041p716w

…12% 36 market conditions. ex '07-8 38 -8% 25 SITOCI DICOICAIDIPIA Looking most recently, implied volatility on three-month, at-the-money SPX options reached a level that was nearly double the level of realized volatility over the past 12 months, and has since settled into a 50% premium. The table shown here lists the ten prior episodes when the ratio of 3m ATM implied to 12m realized volatility exceeded 1.5x. as well as the number of days…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01362029.pdf

EFTA00971162Dataset 9

2013-09-222p749w

Subject: 20 Sept 2013 position

From: Laurie Cameron >To: Jeffrey Epstein <[email protected]>

…disaster ( in the short term Especially) for Financisl markets and the economy. Singapore, Switzerland, Norway (and Jgbs) wld be knee jerk beneficiaries as wld gold and short spx options. My juggle this week will be to get DB trading (and pricing) started. Any position modifications shld be priced there for now. Am motivated to close JPM risk as soon as possible. Thank you for reserving comment. I promise that I can imagine what comments wld be. Many wishes of good…

https://www.justice.gov/epstein/files/DataSet%209/EFTA00971162.pdf

EFTA01268409Dataset 10

2018-09-175p1,681w

Subject: Welcome to TD Ameritrade PCS Trader

From: rhad Willwrerhinknrcwim

…proprietary trading firm. He spent most of his career trading options in Treasury 10 year notes at the CBOT, and also traded SPX options at the CBOE and S&P500 options at the CME. He transitioned off the trading floor recently and worked at Bank of America Merrill Edge before joining TD Ameritrade. Bart graduated from DePaul University with a major in finance and also studied abroad at the Karl Marx School of Economics in Budapest Hungary. He obtained Charter…

https://www.justice.gov/epstein/files/DataSet%2010/EFTA01268409.pdf