Case File
efta-01385962DOJ Data Set 10OtherEFTA01385962
Date
Unknown
Source
DOJ Data Set 10
Reference
efta-01385962
Pages
1
Persons
0
Integrity
Extracted Text (OCR)
Text extracted via OCR from the original document. May contain errors from the scanning process.
27 March 2015
US Fixed Income Weekly
2-5-10 butterfly (PCA 57.40% and 42.60% risk on the
wings)
40
30
20
10
0
-10
—
Butterfly 2-5-10
20
Ma -13
Sep-13
Mar-14
Sep-14
Mac-I5
Stan Oa foci*? Oen*
2-10-30 butterfly (PCA 28.20% and 71.80% risk on the
wings)
10
-10 •
-20 •
2
\41\641\mvA
i.
Ma -13
Sep-13
Mar-14
Sep-14
Mar-:
Sane Oe rain Or*
5-10-30 butterfly (PCA 41.3814 and 58.62% risk on the
wings)
0
4
-8
-12
-16
-20
-24
-28
—Butterfly 5-10-30
-32
Ma -13
Sep-13
War-14
Sep-14
Mar-15
Sara buttaltaant
I
Deutsche Bank Securities Inc.
Page 49
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0087430
CONFIDENTIAL
SDNY_GM_00233614
EFTA01385962
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