Dataset
Sort DOJ Status EFTA01077898Set 9
2013-12-0321p9,270w
Sensitivity of current premia for different moves in parameters
8%
7% -
t• 6%
01
• IEIM
3 5%
• 36N1
60N1
2
2%
1%
0% a
Spot up 1% Vols up 15bps
https://www.justice.gov/epstein/files/DataSet%209/EFTA01077898.pdf
April 2016
Results by Dataset3 total