Epstein File EFTA01365335: Deutsche Bank (DS10)

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💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01365335: Deutsche Bank (DS10)

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This document is a Deutsche Bank Securities Inc. financial analysis containing charts and data about S&P 500 (SPX) forward levels and spot prices from January 2003 to January 2013, as well as discussion of repo rates and their impact on SPX call premiums. The document is marked confidential pursuant to Federal Rule of Criminal Procedure 6(e). No information specific to Epstein's accounts or transactions is present in the 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-0056039 CONFIDENTIAL SDNY_GM_00202223 EFTA01365335