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options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied Deutsche Bank Securities Inc. Page 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0055504 CONFIDENTIAL SDNY_GM_00201688 EFTA01364944
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied Deutsche Bank Securities Inc. Page 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0055591 CONFIDENTIAL SDNY_GM_00201775 EFTA01365006
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
options are annualized: strices are chosen corresponding to 2%/12 premium. Please see the Appendix for an expanded table of all strategies studied Deutsche Bank Securities Inc. Page 7 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0056041 CONFIDENTIAL SDNY_GM_00202225 EFTA01365336
y consistent across other strategies studied and are available in the Appendix. Strategies involving selling 1M options to finance the longer-dated -ATM calls have had higher risk-adjusted returns than equity and outright calls Strategies involving selling 1M options to finance the longer-dated near
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