📄 Extracted Text (113 words)
4 September 2015
US Fixed Income Weekly
2-5-10 butterfly (PCA 65.88% and 34.12% risk on the 5-10-30 butterfly (PCA 34.92% and 65.08% risk on the
sings) wings)
60 1 —Butterfly 2-5-10 -15 - Butterfly 5-10-30
54
48
-20
42
36
-25
30
24
18 1 30 1
Sep-13 Aar-14 Sep14 Mar-I5 Sep
-I5 Sep-13 Mar-14 Sep-14 Mar-15 Scp-15
sane Dated* Ara
SOF* &Vegas an
2-10-30 butterfly (PCA 26.14% and 73.86% risk on the
wings)
6 — Butterfly 2-10-30
2
-2
-6
-10
-14
-18
-22
26
SOP.13 Mar-14 Sep-14 Mar-15 Sep-15
Sun Deutact* Brit
Deutsche Bank Securities Inc. Page 29
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0051330
CONFIDENTIAL SDNY_GM_00197514
EFTA01362033
ℹ️ Document Details
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3f0941fae65d2f961437d48b5060cd6be69df8e2538625f130919420e7402572
Bates Number
EFTA01362033
Dataset
DataSet-10
Document Type
document
Pages
1
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