Epstein File EFTA01365334: Deutsche Bank (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01365334: Deutsche Bank (DS10)

Financial RecordDate unavailableEFTA013653341 keyword hits

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excerpts

This document is a Deutsche Bank Securities Inc. confidential financial analysis containing charts and data regarding S&P 500 index options with various time horizons (18M, 36M, 60M) and premium percentages, sourced from Deutsche Bank and Bloomberg Finance LP. The document includes calculations related to repo and dividend yield and is marked confidential pursuant to Federal Rules of Criminal Procedure. No specific individuals or transactions are identified in the available excerpts.

👤 Named in This Document

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🔑 Evidence Keywords

Deutsche Bank

📋 Key Excerpts3

PersonKeyword

Excerpt 1

35% Current Premia 30% 25% 20% 15% 10% 5% 0% SPX 18M SPX 36M SPX 60M SPX 18M SPX 36M SPX 60M SPX 60M 100% 100% 100% 107.5% 120% 140% 100%-140% Source: **Deutsche**

Excerpt 2

**Bank** Source: **Deutsche** **Bank**, Bloomberg Finance LP *We show realized correlations as a proxy for implied due to data unavailability A second effect is due

Excerpt 3

Repo - Dividend Yield)x Time Page 4 **Deutsche** **Bank** Securities Inc. CONFIDENTIAL - PURSUANT TO FED. R. CRIM.