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sd-10-EFTA01386791Dept. of Justice

EFTA Document EFTA01386791

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Cc: Stewart Oldfie Subject: DB - Harvest Collateral Yield Enhancement Strategy Paul, I'm an Investment Specialist on Stew Oldfield's team at DB. During your last meeting with Stew, you had discussed a managed option strategy on our platform: the Harvest Collateral Yield Enhancement Strategy (CYES). As a follow-up, I thought I would send more information for your review. As background, CYES is an overlay that seeks to exploit the volatility risk premium and time decay properties of options

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Dept. of Justice
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sd-10-EFTA01386791
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