Epstein File EFTA01385962: Deutsche Bank (DS10)

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Epstein File EFTA01385962: Deutsche Bank (DS10)

Financial RecordDate unavailableEFTA013859621 keyword hits

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This document contains financial charts and graphs from Deutsche Bank Securities Inc. displaying butterfly spread trading strategies with various configurations (5-10-30 and 2-10-30) tracked from March 2013 through March 2015, with principal component analysis risk allocations noted for the wings of each spread.

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🔑 Evidence Keywords

Deutsche Bank

📋 Key Excerpts3

PersonKeyword

Excerpt 1

5-10 0 Butterfly 5-10-30 30 4 do 20 -12 10 -16 o -20 -24 -10 -28 -20 -32 Mar-13 Sep-13 Mar-14 Sep-14 Mar-15 Mar-13 Sep-13 Mar-14 Sep-14 Mar-15 Source **Deutsche**

Excerpt 2

**Bank** Source **Deutsche** **Bank** 2-10-30 butterfly (PCA 28.20% and 71.80% risk on the wings) 10 Butterfly 2-10-30 0 -10 -20 -30 -40 -50 Mar-13 Sep-13 Mar-14

Excerpt 3

Sep-14 Mar-15 Source **Deutsche** **Bank** **Deutsche** **Bank** Securities Inc.