Illegal Activity
none
Blackmail
none
Date
Dec 2016
Document Type
other
Model
gemini-2.0-flash-001
Processed
2026-02-07T18:41
Summary
This document provides indicative option pricing for Multi-Asset Risk Premia Portfolios TV5 and TV8 as of December 2016. It compares the cost of put options to the backtested returns of the indices.
Metadata
- Subject
- Multi-Asset Risk Premia Portfolio Option Pricing
- Sender
- —
- Recipients
- —
- Document ID
- DB-SDNY-0054997
- Date
- Dec 2016
Notable Quotes 2
However, a 2-year 90% put on Multi-Asset Risk Premia Portfolio TV5 costs 0.85%, or approx. 0.45% per annum, versus backtested returns of -8% per annum on the index.
Similarly, a 2-year 90% put on Multi-Asset Risk Premia Portfolio TV8 costs 2.0%, or approx. 1.0% per annum, versus backtested returns of —13% per annum on the index.
Financial Information
Amounts:0.85%0.45%-8%1.45%0.60%2.0%1.0%-13%2.02%3.85%2.37%
Assets:
- Multi-Asset Risk Premia Portfolio TV5
- Multi-Asset Risk Premia Portfolio TV8
Raw Analysis JSON
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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
- Provides information on the cost of put options for specific portfolios and compares them to backtested returns.
File Info
- File Name
- EFTA01364460.txt
- Dataset
- dataset_10
- Type
- Text
- Model
- gemini-2.0-flash-001
- Processed
- 2026-02-07T18:41:06.336769
- DOJ Source
- View on DOJ