EFTA00665021Set 9
2017-09-1911p2,641w
hawkish turn by the BoE resulted in Sterling strength, heightened fx vol and UKX
underperformance, equity-fx links were once again in sharp focus
* Methodology to isolate the impact ... particular GBPEUR given Chart 1) on UKX returns:
* Create a daily history of UKX sector weights (mapped using pan European STOXX600 sector indices).
* Calculate 5-day 'adjusted' returns (a proxy ... sector price performance
* Use this stream of 'adjusted' returns, arguably a cleaner expression of UKX returns (without the FX-
impact), to assess the impact of currency on UKX returns
https://www.justice.gov/epstein/files/DataSet%209/EFTA00665021.pdf
EFTA00293458Set 9
2014-03-0316p5,515w
4N/A N/A 6.03 1.43%
MERVAL Index (229) 5,530 4N/A N/A -1.80 2.31%
UKX Index 3,436 39,963 10,288.22 11,172.76 12.44 0.69% (832.49)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293458.pdf
EFTA00288591Set 9
2014-07-1116p5,522w
MERVAL Index 4,029 22,139 915.40 1,081.99 8.82 2.06% 342.95
UKX Index 4,457 49,421 10,501.74 11,448.89 22.86 0.39% 127.95
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288591.pdf
EFTA00293394Set 9
2014-02-1916p5,075w
MERVAL Index (27) 2,219 774.80 765.63 -0.53 2.25%
UKX Index 4,190 39,963 10,288.22 11,366.82 16.16 0.65%
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293394.pdf
EFTA00288111Set 9
2014-03-3116p5,532w
MERVAL Index (525) (5,408) 725.60 796.09 -7.90 1.23% (134.96)
UKX Index 2,791 39,963 10,288.22 11,006.74 11.64 0.60% (26.70)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288111.pdf
EFTA00293426Set 9
2014-02-2716p5,561w
MERVAL Index (243) 5,530 765.16 733.00 -1.96 2.24% (47.26)
UKX Index 4,169 39,963 10,288.22 11,361.57 16.18 0.64% 194.41
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293426.pdf
EFTA00288271Set 9
2014-04-1416p5,374w
MERVAL Index (442) (4,326) 725.60 799.73 -10.19 1.00% 41.61
UKX Index 2,834 39,964 10,288.22 11,017.92 11.81 0.60% 123.36
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288271.pdf
EFTA00293149Set 9
2014-03-1337p5,607w
MERVAL Index (229) 5,530 746.86 717.14 -2.39 1.74% (60.59)
UKX Index 2,375 39,963 10,288.22 10,899.59 8.31 0.72% (378.75)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293149.pdf
EFTA00293005Set 9
2014-02-2516p4,981w
MERVAL Index (165) 5,530 765.95 743.73 -1.29 2.32%
UKX Index 4,340 39,963 10,288.22 11,405.57 17.67 0.61%
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293005.pdf
EFTA00288527Set 9
2014-06-1616p5,505w
MERVAL Index (633) 22,139 914.65 889.22 -1.93 1.48% r2,189.119)
UKX Index 4,582 47,917 10,472.06 11,473.43 31.28 0.31% (105.74)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288527.pdf
EFTA00293053Set 9
2014-03-0616p5,526w
MERVAL Index (229) 5,530 781.83 750.72 -1.82 2.28% 153.87
UKX Index 4,236 39,963 10,288.22 11,378.87 14.48 0.73% 162.02
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293053.pdf
EFTA00614919Set 9
2014-10-1411p3,779w
Index $ 200,173,449 $ -
SPTSX Index $ (41,284,671) $ (134,772,282) -0.6406%
UKX Index $ (175,130,234) $ (378,138,978)
CAC Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00614919.pdf
EFTA00293133Set 9
2014-03-1316p5,520w
MERVAL Index (229) 5,530 746.86 717.14 -2.39 1.74% (60.59)
UKX Index 2,375 39,963 10,288.22 10,899.59 8.31 0.72% (378.75)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293133.pdf
EFTA00293037Set 9
2014-03-0516p5,596w
MERVAL Index (229) 5,530 759.78 729.55 -1.73 2.39%
UKX Index 4,075 39,963 10,288.22 11,337.31 13.82 0.74% (154.68)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293037.pdf
EFTA00288688Set 9
2014-03-2616p5,621w
MERVAL Index (306) (5,408) 725.60 766.67 *3.75 1.51% 46.32
UKX Index 2,546 39,963 10,288.22 10,943.66 10.09 0.63% 105.52
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288688.pdf
EFTA00293234Set 9
2014-03-1916p5,605w
MERVAL Index (229) 5,530 768.42 737.84 -2.62 1.58% (13.33)
UKX Index 2,536 39,963 10,288.22 10,940.97 9.30 0.68% (46.17)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00293234.pdf
EFTA00288575Set 9
2014-07-1016p5,485w
MERVAL Index 3,690 22,139 915.40 1,067.99 9.64 1.73%
UKX Index 4,330 49,421 10,501.74 11,421.76 27.92 0.31% (393.46)
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288575.pdf
EFTA00288543Set 9
2014-06-2016p5,483w
MERVAL Index (284) 22,139 #WA N/A A.74 1.73%
UKX Index 5,210 48,832 10,490.35 11,609.67 34.01 0.31% 18.07
DAX Index
https://www.justice.gov/epstein/files/DataSet%209/EFTA00288543.pdf