EFTA01362045.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
multiple dates between 2013 and 2016
Document Type
report
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
This document is a report from Deutsche Bank Securities detailing closed trade recommendations, including the rationale behind each trade, associated risks, and the resulting profit or loss. It covers various financial instruments and strategies related to inflation and interest rate swaps between 2013 and 2016.
Metadata
Subject
Closed Trade Recommendations
Sender
—
Recipients
—
Document ID
DB-SDNY-0051342, SDNY_GM_00197526
Date
multiple dates between 2013 and 2016
Financial Information
Amounts:-60k+306k162K+4,014k-1,171k+2,263k-309k+1,361k-32k-2k+184k+18k+29k-876k+1,028k$100mn$200mn$32.8mn$1,000mm
Transactions:
  • Underweight 30yr TIPS
  • Short 1/2026 breakevens vs Syr and 3thp breakevens
  • Long 30yr TIPS breakevens versus 10yr TIPS breakevens
  • Long 2019 TIPS breakevens versus 2016 TIPS breakevens
  • Long 30yr TIPS breakevens
  • Buy 2023 TIPS vs. 7/2019 and 1/2025 TIPS on ASW
  • Long 2y2y inflation swap
  • Sell the 5yr5yr inflation swaps
  • Buy Si 00mn 6M 2yly 25bp OTM MC payers vs. Sell 100mn 1Y 4Y1Y 45bp OTM MC payers at zero net cost
  • Sell $100mn 6M5Y ATMF vs. buy $200mn 6M5Y 30bp OTM payers at zero net cost
  • Mid-curva payer Sell $100mn 1Y 22YggniAnTkAr
  • Conditional bull steepeners: Sell $32.8mn 3M10Y ATMF receivers vs. buy $100mn 3M3Y ATMF receivers at net takeout lc
  • Buy spre1X2ads f3M3Y or zeroAne TMtF/11.5bp receiver
  • Buy $1,000mm 6m single reset cap on CMS10-CMS5 strike 891)9for 9.76c
  • Sell $1COmn 3M5Y straddles vs. buy $100mn 3M5Y 22bp OTM payers for net takeout of 100c.
Raw Analysis JSON click to expand
Themes
Financial transactions/money flowBusiness dealings
Organizations 3
Deutsche Bank Securities IniFOMCFed
Text Analysis
Tone
Informative, analytical
Purpose
To document closed trade recommendations, including rationale, risks, and profit/loss.
Significance
Provides a record of Deutsche Bank's trading strategies and their outcomes.
File Info
File Name
EFTA01362045.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41:50.512991
DOJ Source
View on DOJ