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Epstein File EFTA01362033: Deutsche Bank (DS10)

Financial RecordDate unavailableEFTA013620331 keyword hits
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This document contains financial charts and graphs from Deutsche Bank Securities Inc. showing butterfly spread trading strategies with various time horizons (2-5-10-15 and 5-10-30 configurations) tracked from September 2013 through September 2015, with risk allocation percentages noted for different wings of the spreads.

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PersonKeyword
Excerpt 1
Butterfly 2-5-10 -15 Butterfly 5-10-30 54 48 -20 42 36 -25 30 24 18 -30 Sep-13 Mar-14 Sep-14 Mar-15 Sep-15 Sep-13 Mar-14 Sep-14 Mar-15 Sep-15 Source **Deutsche**
Excerpt 2
**Bank** Source **Deutsche** **Bank** 2-10-30 butterfly (PCA 26.14% and 73.86% risk on the wings) 6 Butterfly 2-10-30 2 -2 -6 -10 -14 -18 -22 -26 Sep-13 Mar-14 Sep
Excerpt 3
-14 Mar-15 Sep-15 Source: **Deutsche** **Bank** **Deutsche** **Bank** Securities Inc.

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