Epstein File EFTA01365004: Deutsche Bank (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01365004: Deutsche Bank (DS10)

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This document is a Deutsche Bank Securities Inc. financial analysis containing charts and data regarding S&P 500 forward levels and repo rates. The document is marked confidential pursuant to Federal Rules of Criminal Procedure 6(e) and includes Bloomberg Finance LP sourced data. No information related to Epstein or specific financial transactions is disclosed in the available excerpts.

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🔑 Evidence Keywords

Deutsche Bank

📋 Key Excerpts3

PersonKeyword

Excerpt 1

**Bank**, Bloomberg Finance LP Source **Deutsche** **Bank** Figure 8: have depressed SPX forward levels 120% 36M SPX Forward/Spot 115% 60M SPX Forward/Spot 110% 105%

Excerpt 2

100% 95% 90% Jan-03 Jan-05 Jan-07 Jan-09 Jan-11 Jan-13 Source: **Deutsche** **Bank** Anecdotally, a less material impact on SPX call premia is due to repo rates

Excerpt 3

**Deutsche** **Bank** Securities Inc. Page 5 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0055589 CONFIDENTIAL SDNY_GM_00201773 EFTA01365004