EFTA01464308Set 10
2013-07-30105p15,379w
Source: Deutsche Bank, Haver
Source: Deutsche Bank, Haver
Figure 12: Long-run Relationship-AUD/USD
-0.7
-0.5
-0.3
-0.1
0.1
0.3
AUD
Long Run Relationship
Long-run elasticities:
Commodity Price ... Source: Deutsche Bank, Haver
Figure 14: Long-run Relationship-NZD/USD
-1.0
-0.8
-0.6
-0.4
-0.2
0.0
0.2
NZD
Long Run Relationship
Long-run elasticities:
Commodity Price ... Source: Deutsche Bank, Haver
Figure 16: Long-run Relationship-CAD/USD
0.10
CAD
Long Run Relationship
0.20
-0.10
0.10
-0.30
0.00
Long-run elasticities:
Commodity Price
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01464308.pdf
EFTA01850446Set 10
2011-12-281p198w
sign the following confirmations for JP Morgan:
I) 12/13/11 - FTC went long EUR Put /USD Call @ 1.3075 , k/o 1.245 (notional amount EUR
15,296,367 / USD 20 Million). Expiration date ... 1/13/12. Premium paid was
$100,000.
2) 11/9/11- FTC went long EUR Put /USD Call @ 1.35 , kbo 1.2775 (notional amount EUR
14,814,815 / USD 20 Million). Expiration date 12/12/11
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01850446.pdf
EFTA01772486Set 10
2011-12-281p127w
sign the following confirmations for JP Morgan:
1) 12/13/11 - FTC went long EUR Put /USD Call @ 1.3075 , Igo 1.245 =notional amount EUR 15,296,367 / USD 20
Million). Expiration date ... 113/12. Premium paid was $100,000.
2) 11/9/11- FTC went long EUR Put /USD Call @ 1.35, kbo 1.2775 =notional amount EUR 14,814,815 / USD 20 Million).
Expiration date =2/12/11
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01772486.pdf
EFTA01582255Set 10
2005-08-011p254w
Short Market Value 3,055,454.07- 3,768,688.71- 3,768,688.71-
1.23343000000 EUR /USD
Debit Balance 3,554,31.3.27- 4,383,996.61- 4,383,996.61-
Short Balance
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01582255.pdf