Epstein Index›Documents›EFTA01416150
💨IMPACT LEVEL 1 — MEH

Epstein File EFTA01416150: Driver and Perform (DS10)

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This document contains financial or economic analysis discussing currency trading, specifically comparing EURUSD spot rates as a driver relative to ZAR spot rates, and discussing correlation swaps involving MXN and ZAR volatilities. The document appears to be financial analysis unrelated to the core subject matter of the case file.

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Excerpt 1
In other words EURUSD spot became bigger **driver** compared to ZAR spot.
Excerpt 2
see graphs 3 & 4) The correlation swap provides a limited loss way of fading elevated MXN volatilities and buying cheap EURUSD volatility, which could **perform**
Excerpt 3
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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