Epstein Index›Documents›EFTA01435952
💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01435952: Perform (DS10)

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This document discusses financial derivatives and currency trading strategies, specifically referencing a correlation swap designed to manage ZAR (South African Rand) volatility while purchasing EURUSD volatility. The excerpt indicates analysis of how the swap could perform under market conditions.

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🔑 Evidence Keywords
performRand

📋 Key Excerpts1

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Excerpt 1
see graphs 3 & 4) The correlation swap provides a limited loss way of fading elevated ZAR volatilities and buying cheap EURUSD volatility, which could **perform**

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Source: U.S. Department of Justice

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