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EFTA Document EFTA01380889
Title Matchefta-efta01380889
Case Filesd-10-EFTA01380889Dept. of JusticeEFTA Document EFTA01380889
Unknown1p
Case File
sd-10-EFTA01380889Dept. of JusticeEFTA Document EFTA01380889
Other
RTY and HYG Rolling 3 Month Performance 4000% 30.00% 4 20.00% - 10.00% • 0.00% -10.00% • -20.00% -30.00% -40.00% 9/25/2007 9/25/2008 9/25/2009 9/25/2010 9/2512011 9/25/2012 9/25/2013 9/25/2014 HYG NHS) -RTY (RHS) 60.00% • 40.00% - 20.00% 0.00% • -20.00% .40.00% -60.00% Russell vol in historical lows and historicall chea • to S&P in relative absolute terms for 95% strike 3m vols SPX and RTY 3-Month 95% Strike Implied Volatility and Spread so 0 70 • 60 - 10 0 25
Date
Unknown
Source
Dept. of Justice
Reference
sd-10-EFTA01380889
Pages
1
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0
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