EFTA01459712.pdf

DataSet-10 1 page 206 words document
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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-0120351 CONFIDENTIAL SDNY_GM_00266535 EFTA01459712
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EFTA01459712
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