EFTA01435023Set 10
2018-11-0426p2,241w
assets/sectors are assigning some vol premium into
the event.
{cid:image005.png@OlD472A7.F57C8360}
Source: DB, Bloomberg L.P.
Historically, equity performance following US elections looks to have a USD-
sensitive tilt ... Future
EFTA01435027
Source: DB, Bloomberg L.P.
Our Macro Strategy teams are out with their midterm preview and one thing
they have seen is dollar strength surrounding US elections.
fcid:image006.jpg ... dated vols are higher
as well (see next picture)
fcid:image004.jpg@OlD47431.6DDE6D201
Source: DB, Bloomberg. L.P.
Longer dated vol measures remain elevated, and are higher than they were
back
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01435023.pdf
EFTA00068501Set 9
2021-11-0117p5,289w
method that conforms with "the exactness of hard
science methodologies." E.E.O.C. v. Bloomberg L.P., No. 07-CV-8383 (LAP), 2010 WL
3466370, at *13-14 (S.D.N.Y. Aug. 31, 2010) (quoting
https://www.justice.gov/epstein/files/DataSet%209/EFTA00068501.pdf
EFTA00040107Set 9
2021-11-1011p3,312w
method that conforms with "the exactness of hard
science methodologies." E.E.O.C. v. Bloomberg L.P., No. 07-CV-8383 (LAP), 2010 WL
3466370, at *13-14 (S.D.N.Y. Aug. 31, 2010) (quoting
https://www.justice.gov/epstein/files/DataSet%209/EFTA00040107.pdf
EFTA00094642Set 9
2021-11-1011p3,312w
method that conforms with "the exactness of hard
science methodologies." E.E.O.C. v. Bloomberg L.P., No. 07-CV-8383 (LAP), 2010 WL
3466370, at *13-14 (S.D.N.Y. Aug. 31, 2010) (quoting
https://www.justice.gov/epstein/files/DataSet%209/EFTA00094642.pdf