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EFTA Document EFTA01365336
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Case Filesd-10-EFTA01365336Dept. of JusticeEFTA Document EFTA01365336
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Case File
sd-10-EFTA01365336Dept. of JusticeEFTA Document EFTA01365336
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3 Decembor 2013 US Derivatives Spotlight Figure 9: Comparing performance under rising and falling markets: Equity vs. various 36M call option strategies rolled after 24M 044412 to Oct-07 Return Volatility 0c147 to Mara Return Volatility Mar-09 to Sop-13 Return Volatility 49r-18 to Sop-19 &1ST Volatility dc-02 to Sop-13 More Voladity Rat/Vol Equity 133% 128% ea 3% 378% 223% 187% 189% 113% 8.0% 20.3% 392% Outright. ATM 83% 104% .220% I17% 10.3% 11.4% 135% 79
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Dept. of Justice
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sd-10-EFTA01365336
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