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12 January 2016
FX Blueprint: Forever Young
Trade Recommendation Update
Trades from September 22nd 2015 to January 8th 2016
Trade Theme Gain/Loss on trades Gain/Loss on theme
Short USD TWI 1 -2.54% 0.49%
Short EUR/USD 1 3.44% (1.99%)
Short EUR/SEK 1 0.56%
Long USD/JPY 2 -2.24% -2.24%
Long GBP/USD 3 1.09% (-6.03%) 1.16%
Short EUR/GBP 3 1.20% (-3.64%)
Long EUR/CHF 3 0.20% (0.18%)
Short CHF/JPY 3 2.15% (4.46%)
Short NZD/USD 4 -4.77% -4.99%
Long AUD/NZD 4 -5.20% (-7.02%)
Long AUD/KRW 5 -0.80% -0.07%
Long INF1/1WD 5 0.66%
Long USD/ZAR 6 14.43% 14.43%
Short USD/SEK 7 -2.34%(-1.23%) 1.32%
Short N0K/SEK 7 4.98% (5.83%)
Short EUR/HUF 8 -1.41% -1.41°k
Buy CAD/MXN put 9 -0.86% -0.86%
Buy USD/JPY-USD/CHF DD 10 4.01% -3.45 %
Sell USD/MXN digi call 10 -7.10%
Sell USD/ZAR digi call 10 -7.20%
No. of winners: 10 4
No. of losers: 10 6
Hit Ratio 50% 40%
Average gain/loss: -0.09% 0.44%
`Pafenthoste indicates no risk management. All avr, dogoTal and corekotion IfltdOS assume a 10% base notional
Performance is since trade inception; blueprint trades are specifically 4-month recommendations.
Past performance is no guarantee of future results.
Source: Deutsche Bank
Deutsche Bank AG/London Page 31
CONFIDENTIAL — PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0120139
CONFIDENTIAL SDNY_GM_00266323
EFTA01459613
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