From: linialumerailamedingl a> To: Jeffrey Epstein <jeevacation@gmail.com> Subject: Re: Preliminary August month end Date: Mon, 02 Sep 2013 22:22:43 +0000 Attachments: aug_29_stc_FINAL.numbers Good news... After finalizing the spreadsheet with the delta hedges, the performance came up to $189k or 3.78%. The position is well balanced and situated well for a flight to treasury's and the USD over the next few weeks. My hope is that the other JPY option will be knocked out before the end of next month. The other big event is the Sept 9 POTENTIAL expiration of the AUD 89 put. There is a window barrier RKI at .8760. If the AUD does not trade at that level by the end of the day Sept 9, that option will spontaneously expire, realizing a gain of approx $44k. If .8760 does trade, this will ensure that the AUD RKI/KO will have already been knocked out at .88 ($96k realized). This is the next big event to watch. I have spent a massive amount of time registering for something that I do not need to be registered for in order to trade FX and FX options. I am waiting for confirmation in writing, but it seems that I did not need to register since the instruments we trade are not regulated. I will update today's position and send it later this evening. On Mon, Sep 2, 2013 at 2:06 PM, Laucia-reamai i:444 -Ltmail.sem> wrote: Hi again, please find attached a preliminary August month end report, using prices that I got from JPM. Unfortunately the option pricing tool that I use for daily pricing shows me prices that are much more expensive than the market, but I can't afford an expensive pricing model right now. I need to add a few currency swap into the position in order to finalize the Aug month end position. This will not change the exposure, but the swap costs may drop the net p/1, but it should not be more than $ r.ok or so. EFTA00678540 I will be back with final numbers later today, but at fist look, it looks like 5 week performanc is +$186k, or approx 3.72%. I will be back with final numbers as well as today's updated estimate. Be well Laurie EFTA00678541