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long and short (or then and long) of AAPL and SPY on each execution day and reinvesting the gains or losses in the strategy. Source: Deutsche Bank. Bloomberg Finance L.P., as of November 3, 2014 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00203477 DB-SDNY-0057293 EFTA01365908
ses reinvested in the strategy on a daily basis (alternatively, a strategy on Monday-only could also be implemented) Strategy will use SPY, the SPDR S&P 500 ETF, to replicate the S&P 500 total return Strategy assumes dividends are reinvested on the ex-date Strategy incorporates a transaction cost of 0
long and short (or then and long) of AAPL and SPY on each execution day and reinvesting the gains or losses in the strategy. Source: Deutsche Bank. Bloomberg Finance L.P., as of November 3, 2014 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00201803 DB-SDNY-0055619 EFTA01365027
ses reinvested in the strategy on a daily basis (alternatively, a strategy on Monday-only could also be implemented) Strategy will use SPY, the SPDR S&P 500 ETF, to replicate the S&P 500 total return Strategy assumes dividends are reinvested on the ex-date Strategy incorporates a transaction cost of 0
long and short (or then and long) of AAPL and SPY on each execution day and reinvesting the gains or losses in the strategy. Source: Deutsche Bank. Bloomberg Finance L.P., as of November 3, 2014 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) CONFIDENTIAL SDNY_GM_00201841 DB-SDNY-0055657 EFTA01365051
ses reinvested in the strategy on a daily basis (alternatively, a strategy on Monday-only could also be implemented) Strategy will use SPY, the SPDR S&P 500 ETF, to replicate the S&P 500 total return Strategy assumes dividends are reinvested on the ex-date Strategy incorporates a transaction cost of 0
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