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efta-01459712DOJ Data Set 10OtherEFTA01459712
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DOJ Data Set 10
Reference
efta-01459712
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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 If ltdOS 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.
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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