Case File
efta-efta01362033DOJ Data Set 10CorrespondenceEFTA Document EFTA01362033
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DOJ Data Set 10
Reference
efta-efta01362033
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4 September 2015
US Fixed Income Weekly
2-5-10 butterfly (PCA 65.88% and 34.12% risk on the
sings)
60 1
—Butterfly 2-5-10
-15
-
Butterfly 5-10-30
54
48
-20
42
36
-25
30
24
5-10-30 butterfly (PCA 34.92% and 65.08% risk on the
wings)
18
1
30
1
Sep-13
Aar-14
Sep14
Mar-I5
Sep-I5
Sep-13
Mar-14
Sep-14
Mar-15
Scp-15
SOF* &Vegas an
2-10-30 butterfly (PCA 26.14% and 73.86% risk on the
wings)
6
2
-2
-6
-10
-14
-18
-22
26
—
Butterfly 2-10-30
SOP.13
Mar-14
Sep-14
Mar-15
Sep-15
Sun Deutact* Brit
sane Dated* Ara
Deutsche Bank Securities Inc.
Page 29
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e)
DB-SDNY-0051330
CONFIDENTIAL
SDNY_GM_00197514
EFTA01362033
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