EFTA01364433.txt Text dataset_10 View on DOJ

Illegal Activity
none
Blackmail
none
Date
Dec 2016
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
The document provides indicative option pricing for Multi-Asset Risk Premia Portfolios TV5 and TV8 as of December 2016. It details the costs of 2-year and 3-year put options at different strike prices, along with backtested returns on the indices.
Metadata
Subject
Multi-Asset Risk Premia Portfolio Option Pricing
Sender
Recipients
Document ID
DB-SDNY-0054969
Date
Dec 2016
Financial Information
Amounts:0.85%0.45%-8%1.45%0.60%2.0%1.0%-13%3.85%2.37%
Assets:
  • Multi-Asset Risk Premia Portfolio TV5
  • Multi-Asset Risk Premia Portfolio TV8
Raw Analysis JSON click to expand
Themes
Financial transactions/money flow
Text Analysis
Tone
Informative
Purpose
To provide indicative option pricing for Multi-Asset Risk Premia Portfolios TV5 and TV8.
Significance
Presents cost and return data for put options on specific portfolios.
File Info
File Name
EFTA01364433.txt
Dataset
dataset_10
Type
Text
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41:06.582391
DOJ Source
View on DOJ