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ATM - IM
Organization
5
Total Mentions
5
Documents
1
Connected Entities
Organization referenced in documents
Document Mentions (5)
EFTA01364947.pdf
1 mentionEFTA01364947
0% • Spread: ATM - I M 2% • Spread: ATM - 6% Spread: 6%- 2% Figure 22: Annualized returns/realized volatility for 18M spreads 120% - •Spread: ATM - IM 2% *Spread: 9% - 3% 100% - Spread: 6% - 1% 80%- I I I 60%.. 4096 -. I I 20% -• 0% . .. 3 to ts, '5 ti 34 a 7‘1 ti a cc cc
EFTA01364952.pdf
1 mentionEFTA01364952
2% 9.9% 62.4% 4.9% 10.0% 49.2% Spread: 10% - 2% 6.1% 6.6% -9.5% 5.8% 4.9% 6.2% 8.7% 4.9% 3.6% 6.3% 54.8% 3.3% 6.4% 51.2% Spread: ATM - IM 2% 9.1% 9.6% -20.1% 11.3% 9.8% 10.5% -3.1% 21% 5.6% 10.2% 53.6% 58% 10.3% 56.3% Spread: 18%•• 1M 2% 9.5% 10.1% -21.6% 12.3% 9.4%
EFTA01365009.pdf
1 mentionEFTA01365009
ry hold for outright cass as Well Deutsche Bank Securities Inc. Figure 22: Annualized returns/realized volatility for 18M spreads 120% - •Spread: ATM - IM 2% *Spread: 9%-3% 100% Spread: 6% - 1% 80% 60% 4096 I I 20% 0% " to ts , ti 34 a 7‘1 cc cc cc cc cc cc cc cc cc ID N
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EFTA01365016.pdf
1 mentionEFTA01365016
2% 9.9% 62.4% 4.9% 10.0% 49.2% Spread: 10% - 2% 6.1% 6.6% -9.5% 5.8% 4.9% 6.2% 8.7% 4.9% 3.6% 6.3% 54.8% 3.3% 6.4% 51.2% Spread: ATM - IM 2% 9.1% 9.6% -20.1% 11.3% 9.8% 10.5% -3.1% 21% 5.6% 10.2% 53.6% 58% 10.3% 56.3% Spread: 18%•• 1M 2% 9.5% 10.1% -21.6% 12.3% 9.4%
EFTA01365339.pdf
1 mentionEFTA01365339
0% • Spread: ATM - I M 2% • Spread: ATM - 6% Spread: 6%- 2% Figure 22: Annualized returns/realized volatility for 18M spreads 120% - •Spread: ATM - IM 2% *Spread: 9% - 3% 100% - Spread: 6% - 1% 80%- I I I 60%.. 4096 -. I I 20% -• 0% . .. 3 to ts, '5 ti 34 a 7‘1 ti a cc cc
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