EFTA01461705 DataSet-10

EFTA01461705.pdf

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Strike              Maturity
                                              % OTMS Strike         im       3m        6m
                                                   0       58.67   0.75      1.07     1.19
                                                   1       58.08   0.40      0.72     0.89
                                                   2       57.50   0.20      0.48     0.67
                                                       Fwd         58.98    59.57     60.61




CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)                                                DB-SDNY-0123895
CONFIDENTIAL                                                                                  SDNY_GM_00270079
                                                                                                  EFTA01461705

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EFTA01461705

Dataset

DataSet-10

Type

document

Pages

1

EFTA01461705.pdf

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