📄 Extracted Text (174 words)
16 May 2013
FX Blueprint: Dashing Buck
Trade Recommendation Update
Trades from January 8 2013 to May 14- 2013
Trade Theme Gain/Loss
Long USD/JPY 1 +17.07%
Long EUR vs. USD, 2 +5.6% (trailing 100pt stop
JPY, GBP, CHF basket introduced Jan 25.)•
Short GBP TWI 3 +3.3%
Long EUR/CHF 3 +2.54%
Long AUD/CAD 4 -0.9% (exited 7• May)•
Long NZD/CAD 4 +2.8% (exited 7 May)*
Short EUR/SEK 5 +0.52%
Short EUR/N0K 5 +0.61%
Long S&P call contingent 6 4.25%
on higher USD/CAD
Short lY USD/CNH 7 +1.6%
Short lY USD/PH P 7 -1.5%
Short SNEER 7 -0.8%
Long RUB/JPY 8 +16.25%
Long PLN/CZK 8 +1.18%
Short CAD/MXN 9 +10.48%
Short EUR/BRL 9 +4.47%
Short EUR/CLP 9 +1.59%
Short US0/PEN 9 -0.61%
No. of winners: 14, No. of losers: 4, Hit Ratio 78%, Average Gain/Loss: +3.8%
*Without risk management, long EUR vs. basket trade would have made
+3.9%, long AUD/CAD trade -2.38% and long NZD/CAD +1.32%
Deutsche Bank AG/London Pago 21
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0 104728
CONFIDENTIAL SDNY_GM_00250912
EFTA01449355
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