EFTA01461679 DataSet-10

EFTA01461679.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-0123856
CONFIDENTIAL                                                                                  SDNY_GM_00270040
                                                                                                  EFTA01461679

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6f59c12e4d123e1f77b1615ca4213f046dd7461b6bf394db22ce697283a2965c

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EFTA01461679

Dataset

DataSet-10

Type

document

Pages

1

EFTA01461679.pdf

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